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The sensitivity of bank stock returns to real estate

He, Ling T. - In: The journal of real estate finance and economics 12 (1996) 2, pp. 203-220

Persistent link: https://www.econbiz.de/10001201442

Securitization of mortgage debt, asset prices and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - 2009

We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making … mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption … risk sharing: we find that countries with the most highly developed markets for securitized mortgage debt have consumption …

Persistent link: https://www.econbiz.de/10003806732

Securitization of mortgage debt, domestic lending, and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - In: The Canadian journal of economics 45 (2012) 2, pp. 493-508

Persistent link: https://www.econbiz.de/10009572456

Securitization of mortgage debt, asset prices and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - 2008 - Dec. 2008

Persistent link: https://www.econbiz.de/10003804136

A study of linkages between frontier markets and the U.S. equity markets using multivariate GARCH and transfer entropy

Daugherty, Mary Schmid; Jithendranathan, Thadavillil - In: Journal of multinational financial management 32/33 (2015), pp. 95-115

Persistent link: https://www.econbiz.de/10011540118

A stylized model of home buyers' and bankers' behaviours during the 2007-2009 US subprime mortgage crisis : a predatory perspective

Mesly, Olivier; Racicot, François-Éric - In: Applied economics 49 (2017) 9, pp. 915-928

Persistent link: https://www.econbiz.de/10011811075

Do Japanese stock prices reflect macro fundamentals?

Chen, Wenjuan; Velinov, Anton - 2012

This paper investigates to what extent the fundamentals of the real economy are reflected in the stock prices of Japan. A Markov switching VAR model with switching variances is used to test the structural identification scheme. Identification of fundamental and nonfundamental shocks is shown to...

Persistent link: https://www.econbiz.de/10009537327

The impact of macroeconomic factors on the German stock market : evidence for the crisis, pre- and post-crisis periods

Celebi, Kaan; Hönig, Michaela - In: International Journal of Financial Studies : open … 7 (2019) 2/18, pp. 1-13

Today we live in a post-truth and highly digitalized era characterized by a flow of (mis-) information around the world. Identifying the impact of this information on stock markets and forecasting stock returns and volatilities has become a much more difficult task, perhaps almost impossible....

Persistent link: https://www.econbiz.de/10012039605

World equity markets and COVID-19 : immediate response and recovery prospects

Seven, Ünal; Yılmaz, Fatih - In: Research in international business and finance 56 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013266146

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2011

Introduction -- Money, Bonds and Economic Activity: Money, Bonds and Interest Rates -- Term Structure of Interest Rates -- The Credit Market and Economic Activity: Theories on Credit Market, Credit Risk and Economic Activity -- Empirical Tests on Credit Market and Economic Activity -- The Stock...

Persistent link: https://www.econbiz.de/10013522915

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