Search Results - subject:"Business Cycle Risk"

The market cost of business cycle fluctuations

Ghosh, Anisha; Julliard, Christian; Stutzer, Michael J. - 2024

Persistent link: https://www.econbiz.de/10014451870

Exchange rate risk and business cycles

Lloyd, Simon; Marin, Emile A. - 2021

Persistent link: https://www.econbiz.de/10012793070

Exchange rate risk and business cycles

Lloyd, Simon; Marin, Emile A - 2020

Persistent link: https://www.econbiz.de/10012534804

Currency Risk and Business Cycle Risk in the Geography of Debt Flows to Peripheral Europe

Kiziler, Eylem Ersal; Nguyen, Ha - Economics Department, University of Wisconsin-Whitewater - 2014

cycle risk as two opposing forces: while the currency risk favors Core Europe in lending to Peripheral Europe, business … model with endogenous portfolio choices, without the business cycle risk, currency risk completely pushes outside lenders … cycle risk favors outsider lenders. We explain the mechanisms and show that both forces are strong. In a 3-country DSGE …

Persistent link: https://www.econbiz.de/10011261637

What determines the Japanese corporate credit spread? : a new evidence

Azad, A. S. M. Sohel; Chazi, Abdelaziz; Cooper, Peter; … - In: Research in international business and finance 45 (2018), pp. 349-356

Persistent link: https://www.econbiz.de/10011983288

The anatomy of public and private real estate return premia

Kroencke, Tim-Alexander; Schindler, Felix; Steininger, … - In: The journal of real estate finance and economics 56 (2018) 3, pp. 500-523

Persistent link: https://www.econbiz.de/10012038806

Global and country-specific business cycle risk in time-varying excess returns on asset markets

Nitschka, Thomas - Schweizerische Nationalbank (SNB) - 2012

Deviations of national industrial production indexes from trend explain time variation in excess returns on the G7 countries' stock markets. This paper highlights that this finding is driven by a global, common component in the national production gaps. The global component is not a mirror image...

Persistent link: https://www.econbiz.de/10010815200

What determines the Japanese corporate credit spread? : a new evidence

Azad, A. S. M. Sohel; Chazi, Abdelaziz; Cooper, Peter; … - In: Research in international business and finance 41 (2017), pp. 354-361

Persistent link: https://www.econbiz.de/10011914512

Consumer confidence or the business cycle : what matters more for European expected returns?

Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248

Persistent link: https://www.econbiz.de/10011285064

Developed markets' business cycle dynamics and time-variation in emerging markets' asset returns

Nitschka, Thomas - In: Journal of banking & finance 42 (2014), pp. 76-82

Persistent link: https://www.econbiz.de/10010408423