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Non-linear predictability in stock and bond returns : when and where is it exploitable?
Guidolin, Massimo; Hyde, Stuart; McMillan, David G.; … - 2008
Persistent link: https://www.econbiz.de/10003741408
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The relation between asset returns and inflation at short and long horizons
Engsted, Tom; Tanggaard, Carsten - 2000
Persistent link: https://www.econbiz.de/10001493817
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001411172
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Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373137
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Country size, currency unions, and international asset returns
Hassan, Tarek A. - 2009
Persistent link: https://www.econbiz.de/10003840124
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On Makeham's formula and fixed income mathematics
Jensen, Bjarne Astrup - 1999
Persistent link: https://www.econbiz.de/10001421861
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Carbon boards and transition risk: explicit and implicit exposure implications for total stock returns and dividend payouts
Mazzarano, Matteo; Guastella, Gianni; Pareglio, Stefano; … - 2021
The Security and Exchange Commission (SEC) has considered climate change as a risk issue since 2010. Several emission disclosure initiatives exist aimed at informing investors about the financial risks associated with a zero or low carbon transition. Stricter regulations, particularly in a few...
Persistent link: https://www.econbiz.de/10012694482
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A new version of MODTRIM II : an overview of the model for short-term forecasts
De Ketelbutter, Bart; Dobbelaere, Ludovic; Lebrun, Igor; … - 2014
Persistent link: https://www.econbiz.de/10010486531
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Econometric models of asymmetric price transmission
Frey, Giliola (contributor); Manera, Matteo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003357847
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Information technology, organisational change and productiivity growth : evidence from UK firms
Crespi, Gustavo (contributor); Criscuolo, Chiara (contributor) - 2006
Persistent link: https://www.econbiz.de/10003313151