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Time and risk diversification in real estate investments : assessing the ex post economic value
Fugazza, Carolina; Guidolin, Massimo; Nicodano, Giovanna - 2009
Persistent link: https://www.econbiz.de/10003794703
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How did the financial crisis alter the correlations of U.S. yield spreads?
Contessi, Silvio; De Pace, Pierangelo; Guidolin, Massimo - 2013
Persistent link: https://www.econbiz.de/10009704261
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Stochastic capital depreciation and the comovement of hours and productivity
Dueker, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971164
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173
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Identifying shocks in regionally integrated East Asian economies with structural VAR and block exogeneity
Satō, Kiyotaka; Zhang, Zhaoyong; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008688576
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STAR-GARCH models for stock market interactions in the Pacific Basin region, Japan and US
Busetti, Giorgio; Manera, Matteo - 2003
correlation-cointegration techniques. For each country in the Pacific Basin region, we find statistically adequate STAR …
Persistent link: https://www.econbiz.de/10011591386
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Monetary policy implementation and uncovered interest parity : empirical evidence from Oceania
Guender, Alfred V.; Cook, Bevan - 2010
Persistent link: https://www.econbiz.de/10008760505
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The Baltic States and Europe: common factors of economic acticity
Fadejeva, Ludmila (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003732644
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Negative correlation between stock and futures returns : an unexploited hedging opportunity?
Basu, Parantap; Gavin, William T. - 2011
For over a decade, academic and industry economists argued that the negative correlation between returns on stocks and … portfolio management strategies. Does this negative correlation give rise to the possibility of unexploited profit opportunity … in the financial markets? Using a rational asset-pricing model, we argue that such a negative correlation could arise as …
Persistent link: https://www.econbiz.de/10008840951
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Stochastic complementarity
Manzini, Paola; Mariotti, Marco; Ulkti, Levent - 2015 - This version: March 2015
Classical definitions of complementarity are based on cross price elasticities, and so they do not apply, for example, when goods are free. This context includes many relevant cases such as online newspapers and public attractions. We look for a complementarity notion that does not rely on price...
Persistent link: https://www.econbiz.de/10010517697