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Maze-runners: sentiment and bank deposit growth : evidence from the UK
Sherif, Mohamed; Elsharkawy, Mohamed; Paterson, Audrey - In: Review of behavioral economics 11 (2024) 1, pp. 123-150
Persistent link: https://www.econbiz.de/10014515124
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A shot in the arm : the effect of COVID-19 vaccine news on financial and commodity markets
Kucher, Oleg; Kurov, Alexander; Halova Wolfe, Marketa - In: The financial review : the official publication of the … 58 (2023) 3, pp. 575-596
Persistent link: https://www.econbiz.de/10014305845
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Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, … - In: Studies in Nonlinear Dynamics & Econometrics 6 (2007) 1, pp. 1001-1001
In this paper we construct a model of stock market, interest rate and output interaction which is a generalization of the well known 1981 model of Blanchard. We allow for imperfect substitutability between stocks and bonds in the asset market and for lagged portfolio adjustment. The reaction of...
Persistent link: https://www.econbiz.de/10004966150
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Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data
Chiarella, Carl; Semmler, Willi; Mittnik, Stefan; Zhu, … - In: Studies in Nonlinear Dynamics & Econometrics 6 (2002) 1, pp. 1001-1001
In this paper we construct a model of stock market, interest rate and output interaction which is a generalization of the well known 1981 model of Blanchard. We allow for imperfect substitutability between stocks and bonds in the asset market and for lagged portfolio adjustment. The reaction of...
Persistent link: https://www.econbiz.de/10005579881
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Spillover effects in the presence of structural breaks, persistence and conditioned heteroscedasticity
Souza, Francisca Mendonça; Ramser, Claudia Aline de Souza - In: Annals of financial economics 18 (2023) 2, pp. 1-51
Persistent link: https://www.econbiz.de/10014442610
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Correlation regimes in international equity and bond returns
Aslanidis, Nektarios; Martinez, Oscar - In: Economic modelling 97 (2021), pp. 397-410
Persistent link: https://www.econbiz.de/10012793476
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Corruption and stock market development in EAP countries
Phuong Lai Cao Mai - In: Investment management and financial innovations 17 (2020) 2, pp. 266-276
Persistent link: https://www.econbiz.de/10012303152
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Central banks, stock markets, and the real economy
Caballero, Ricardo J.; Simsek, Alp - 2023
Persistent link: https://www.econbiz.de/10014435256
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Effects from the parent's exposure to subsidiaries inside Bank Holding Companies (BHCs)
Bressan, Silvia - In: Journal of banking regulation 18 (2017) 2, pp. 132-148
Persistent link: https://www.econbiz.de/10012010225
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Path-Dependent Options: Extending the Monte Carlo Simulation Approach
Grant, Dwight; Vora, Gautam; Weeks, David - In: Management Science 43 (1997) 11, pp. 1589-1602
Monte Carlo simulation has been used to value options since Boyle's seminal paper. Monte Carlo simulation, however, has not been used to its fullest extent for option valuation because of the belief that the method is not feasible for American-style options. This paper demonstrates how to...
Persistent link: https://www.econbiz.de/10009208564