Similar Search Results - EconBiz

Why does idiosyncratic risk increase with market risk?

Bartram, Söhnke M.; Brown, Gregory W.; Stulz, René M. - 2016

From 1963 through 2015, idiosyncratic risk (IR) is high when market risk (MR) is high. We show that the positive relation between IR and MR is highly stable through time and is robust across exchanges, firm size, liquidity, and market-to-book groupings. Though stock liquidity affects the...

Persistent link: https://www.econbiz.de/10011520321

Bank loans non-linear structure of pricing : empirical evidence from sovereign debts

Hallak, Issam (contributor) - 2003

Persistent link: https://www.econbiz.de/10001908268

Courts and sovereign eurobonds : credibility of the judicial enforcement of repayment

Hallak, Issam (contributor) - 2003

Persistent link: https://www.econbiz.de/10001908282

Return and volatility spillovers to industry returns : does EMU play a role?

Kaltenhäuser, Bernd - 2002

Persistent link: https://www.econbiz.de/10001718829

Underpricing of venture-backed and non venture-backed IPOs : Germany's Neuer Markt

Franzke, Stefanie A. - 2001

Persistent link: https://www.econbiz.de/10001585173

Mixed normal conditional heteroskedasticity

Haas, Markus; Mittnik, Stefan; Paolella, Marc S. - 2002

Persistent link: https://www.econbiz.de/10001707592

Explaining the dollar-euro rate : do stock market returns matter?

Kaltenhäuser, Bernd - 2001

Persistent link: https://www.econbiz.de/10001632813

Explaining the Dollar-Euro rate : do stock market returns mater?

Kaltenhäuser, Bernd (contributor) - 2001

Persistent link: https://www.econbiz.de/10001681617

Distressed relationships : lessons from the Norwegian banking crisis (1988 - 1991)

Ongena, Steven; Smith, David C.; Michalsen, Dag - 2000

Persistent link: https://www.econbiz.de/10001467247

Sovereign ratings and their impact on recent financial crises

Kräussl, Roman - 2000

Persistent link: https://www.econbiz.de/10001467266

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