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Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - In: The review of financial studies 31 (2018) 3, pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
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Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus
Davis, Steven J.; Liu, Dingqian; Sheng, Xuguang - National Bureau of Economic Research - 2021
Stock prices and workplace mobility trace out striking clockwise paths in daily data from mid-February to late May 2020. Global stock prices fell 30 percent from 17 February to 12 March, before mobility declined. Over the next 11 days, stocks fell another 10 percentage points as mobility dropped...
Persistent link: https://www.econbiz.de/10012482538
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016
Persistent link: https://www.econbiz.de/10011457153
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Cross-border mergers and acquisitions : the European-US experience
Vasconcellos, Geraldo M.; Kish, Richard J. - In: Journal of multinational financial management 8 (1998) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001372723
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The link between volatility and correlation in international stock markets : an empirical analysis with particular reference to crash periods
Moro Visconti, Roberto - In: Rivista internazionale di scienze sociali 102 (1994) 2, pp. 175-221
Persistent link: https://www.econbiz.de/10001177235
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Comovements and volatility spillovers between oil prices and stock markets : further evidence for oil-exporting and oil-importing countries
Guesmi, Khaled - In: Emerging markets and the global economy, (pp. 371-382). 2014
Persistent link: https://www.econbiz.de/10010434644
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Analyse des cours boursiers : une première approche
Avouyi-Dovi, Sanvi; Jondeau, Eric; Kaabi, Moncef - 1993
Persistent link: https://www.econbiz.de/10000867612
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An empirical analysis of the interrelationships among equity markets under changing exchange rate systems
Bertonèche, Marc L. - In: Journal of banking & finance 3 (1979) 4, pp. 397-405
Persistent link: https://www.econbiz.de/10001906353
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Spectral analysis of stock market prices
Bertoneche, Marc L. - In: Journal of banking & finance 3 (1979) 2, pp. 201-208
Persistent link: https://www.econbiz.de/10001906440