Narrow search
Showing 1 - 10 of 782
Cover Image
The Us Dollar, the Euro, and the Yen : An Evaluation of Their Present and Future Status as International Currencies
Beckmann, Rainer - 2010
The paper evaluates the present and future international currency status of the US dollar, the euro and the yen. In section two the functions, benefits, and costs of a leading international currency are discussed. In section three key determinants for the continuous dominance of the US dollar...
Persistent link: https://www.econbiz.de/10013136590
Cover Image
Carry Trades and Global FX Volatility
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The impact of mega sports events on the stock markets
Zawadzki, Krystian - Volkswirtschaftliche Fakultät, … - 2013
This study attempts to estimate the impact of mega sports events organization on the stock market. For this purpose, there were selected seven sporting events taking place in the World Cup and European Football Championships and summer and winter Olympic Games. Next their impact on national...
Persistent link: https://www.econbiz.de/10011107497
Cover Image
Impact of money supply on stock bubbles
Sirucek, Martin - Volkswirtschaftliche Fakultät, … - 2013
This article is focus on the effect and implications of changes in money supply in US on stock bubble rise on the US capital market, which is represented by the Dow Jones Industrial Average index. This market was chosen according to the market capitalization. The attention of paper is focused on...
Persistent link: https://www.econbiz.de/10011107613