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historische Hinweise, dass dieVerbreitung von unternehmerischen Eigenschaften und Verhalten in Russland deutlich geringerist als …
Persistent link: https://www.econbiz.de/10009442729
der empirischen Untersuchung bestätigen die Prognose des Modells, dass in großflächigen Ländern bzw. Regionen mit … Russia after price liberalisation in 1992. At the same time, the Russian official demographic statistics provides data that …
Persistent link: https://www.econbiz.de/10009449075
Public debate about energy relations between the EU and Russia is distorted. These distortions present considerable … demand. Diverse interests inside the EU prevent the definition of a coherent and respected energy policy. Russia, for its … role of mere energy exporter. In view of the intensifying struggle for global resources, Russia, with its large energy …
Persistent link: https://www.econbiz.de/10009449079
firms in emerging economies choose among the different international bond markets: global, US144A and Eurobond markets. By … credit quality, less ability to absorb flotation costs and more informational asymmetries issue debt in US144A and Eurobond …
Persistent link: https://www.econbiz.de/10012530503
ENGLISH ABSTRACT: The importance of market microstructure in determining the success of a bond market inallocating financial resources depends on the degree to which the microstructure elements likeliquidity, efficiency and volatility have been designed to determine the proper price at...
Persistent link: https://www.econbiz.de/10009442113
Bond Volatility Transmissions Between United States and European MarketsSeth KulmanFaculty Sponsor: Gordon Dash, Finance and Decision SciencesRecent events have illustrated the degree of connection between the world’s economies. Economic events occurring in one country are felt in countless...
Persistent link: https://www.econbiz.de/10009455911
The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 ten-year bond returns for the period July 1992 to June 1998 and the effects that such a relationship has on portfolio diversification. The stock market crash of 1987 and the...
Persistent link: https://www.econbiz.de/10009481952
The efficient market hypothesis states that the market incorporates all available information to provide an accurate valuation of the asset at any given time. However, most models for forecasting the return or volatility of assets completely disregard the arrival of asset specific news (i.e.,...
Persistent link: https://www.econbiz.de/10009437639
indicate,with one exception, no meaningful differences in forecast accuracy between outlook forecastsand futures prices. The …
Persistent link: https://www.econbiz.de/10009443339
flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the … encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide … incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast …
Persistent link: https://www.econbiz.de/10009443351