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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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Gold and financial assets : are there any safe havens in bear markets?
Coudert, Virginie; Raymond, Hélène - 2010
Persistent link: https://www.econbiz.de/10003996358
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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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Accounting for factorless income
Karabarbounis, Loukas; Neiman, Brent - 2018 - Revised March 2018
Persistent link: https://www.econbiz.de/10011846233
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Systemic tail risk: high-frequency measurement, evidence and implications
Erdemlioglu, Deniz; Neely, Christopher J.; Yang, Xiye - 2023
Persistent link: https://www.econbiz.de/10014320683
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Measuring value-at-risk for mortgage backed securities
Jakobsen, Svend - 1995
Persistent link: https://www.econbiz.de/10000922088
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Anticipatory effects in the FTSE 100 index revisions
Fernandes, Marcelo; Mergulhão, João - 2015
This paper examines the price impact of trading due to expected changes in the FTSE 100 index composition, which employs publicly-known objective criteria to determine membership. Hence, it provides a natural context to investigate anticipatory trading effects. We propose a panel-regression...
Persistent link: https://www.econbiz.de/10011405289
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Demand for stocks in the crisis : France 2004-2014
Arrondel, Luc; Coffinet, Jérôme - 2018
Persistent link: https://www.econbiz.de/10011995607
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The microstructure of treasury market tatonnement
Mizrach, Bruce Marshall (contributor);  … - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344895