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Do casinos export bankruptcy?
Garrett, Thomas Andrew (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003172774
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Conjectural guarantees loom large : evidence from the stock returns of Fannie Mae and Freddie Mac
Schmid, Frank A. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986488
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A dynamic look at subprime loan performance
Danis, Michelle A. (contributor);  … - 2005
"This paper examines the implications of delinquency on the performance of subprime mortgages. Specifically, we examine whether delinquency has any predictive power of the future performance of a mortgage. Using a sample of subprime mortgages from the loan performance database on securitized...
Persistent link: https://www.econbiz.de/10002977392
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Entrepreneurship and the policy environment
Georgellis, Yannis (contributor);  … - 2004 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974199
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The delinquency of subprime mortgages
Danis, Michelle A. (contributor);  … - 2005
"This paper focuses on understanding the determinants of the performance of subprime mortgages. A growing body of literature recognizes the substantial lag between the time that a borrower stops making payments on a mortgage and the termination of the loan. The duration of this lag and the...
Persistent link: https://www.econbiz.de/10002995304
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908
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Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui (contributor) - 2005
to be robust using both the realized volatility model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
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Foreign exchange rates dont́ follow a random walk
Guo, Hui (contributor); Savickas, Robert (contributor) - 2005
"The paper documents a new empirical result that a high level of aggregate U.S. idiosyncratic stock return volatility … currencies. For example, idiosyncratic volatility accounts for over 20 percent variations of the subsequent change in the … between a country's aggregate idiosyncratic volatility and the future U.S. dollar price of its currency--in France, Germany …
Persistent link: https://www.econbiz.de/10002995302
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Size and value anomalies under regime shifts
Guidolin, Massimo (contributor);  … - 2005
"This paper finds strong evidence of time-variations in the joint distribution of returns on a stock market portfolio and portfolios tracking size--and value effects. Mean returns, volatilities and correlations between these equity portfolios are found to be driven by underlying regimes that...
Persistent link: https://www.econbiz.de/10002917584