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Menkhoff, Lukas; Sarno, Lucio; Schmeling, Maik; … - Volkswirtschaftliche Fakultät, … - 2009

return spread in five carry trade portfolios. Further analyses show that: (i) liquidity risk also matters for excess returns …

Persistent link: https://www.econbiz.de/10005836150

Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market

Kucuk, Ugur N. - Volkswirtschaftliche Fakultät, … - 2010

default risk, such as liquidity. The author estimates the non-default component of the yield spreads as the basis between the … quality is bad. The author studies the effects of bond liquidity, liquidity in the CDS market, equity market performance, and … macroeconomic variables on the non-default component of the emerging market yield spreads. The results show that bond liquidity has …

Persistent link: https://www.econbiz.de/10008764702

Size and liquidity effects in Nigeria: an industrial sector study

Hearn, Bruce - Volkswirtschaftliche Fakultät, … - 2013

This study estimates liquidity premiums using the recently developed Liu (2006) measure within a multifactor capital … of Nigeria. The evidence suggests that liquidity factors are relevant only for financial and basic materials sector …

Persistent link: https://www.econbiz.de/10011108128

The Great Depression and the Great Recession: A Comparative Analysis of their Analogies

Peicuti, Cristina - Volkswirtschaftliche Fakultät, … - 2014

were characterized by rapid growth without major contractions, by an increase in liquidity, a lack of inflation, and a …

Persistent link: https://www.econbiz.de/10011110198

U.K. cross-sectional equity data: The case for robust investability filters

Rossi, Francesco - Volkswirtschaftliche Fakultät, … - 2012

We propose a novel approach to cross-sectional equities sample selection, derived from best market practice in index construction and focused on investability. Using the U.K. market as a template, we first demonstrate how the popular Datastream dataset is plagued by data deficiencies that would...

Persistent link: https://www.econbiz.de/10011112881

Der marktphasenabhängige Einfluss der Liquidität auf die Credit Spreads von Corporate Bonds

Gann, Philipp - Volkswirtschaftliche Fakultät, … - 2010

Gegenstand der vorliegenden Studie ist die vertiefte Analyse des marktphasenabhängigen Einflusses der Liquidität auf die Credit Spreads Euro denominierter Unternehmensanleihen. Dabei werden zwei Untersuchungsperioden während verschiedener Kapitalmarktphasen betrachtet. Die erste...

Persistent link: https://www.econbiz.de/10008544248

Stock Market Cycles and Future Trend Estimation

Angyal (Apolzan), Carmen-Maria; Aniş, Cecilia–Nicoleta - Volkswirtschaftliche Fakultät, … - 2012

-term downward trend for European indices CAC40 and AEX and short-term index ATX. The estimation for European indices DAX, FTSE and …

Persistent link: https://www.econbiz.de/10011258394

Stock market diagnosis

Panait, Iulian - Volkswirtschaftliche Fakultät, … - 2011

This paper represents a review of the book „Stock market diagnosis” by Anca Gheorghiu, Victor Publishing House, Bucharest, 2011

Persistent link: https://www.econbiz.de/10011259847

Vliv peněžní nabídky na akciové bubliny v Japonsku

Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2013

The present article deals with associations between the development of money supply measured by the monetary base M2 and the development of the Japanesee wider stock index Nikkei 225. The objective of the article is set if the money supply is significant macroeconomic factor which cause the...

Persistent link: https://www.econbiz.de/10011201275

The American mortgage crisis implications on the international economics evolutions

Nistor, Costel; Panico, Paolo; Nistor, Rozalia; … - Volkswirtschaftliche Fakultät, … - 2010

economies in Eastern Europe, reforms in China and India, export-based growth strategies in East Asia, all leading to the …

Persistent link: https://www.econbiz.de/10008681002

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