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Distributional consequences of asset price inflation in the euro area
Adam, Klaus; Tzamourani, Panagiota - 2015
Persistent link: https://www.econbiz.de/10011398787
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The functional form of yield curves
Brousseau, Vincent - 2002
Persistent link: https://www.econbiz.de/10013434467
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Clusterbildung auf Aktienmärkten : Ursachen, Bedeutung und Messbarkeit von Gruppeneffekten
Härtl, Robert - 2006
Persistent link: https://www.econbiz.de/10013432817
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Inflation-linked bonds
Hammond, P. Brett - 2008
Persistent link: https://www.econbiz.de/10003764259
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Crisis-robust bond portfolios
Brière, Marie; Szafarz, Ariane - In: The journal of fixed income 18 (2008/09) 2, pp. 57-70
Persistent link: https://www.econbiz.de/10003777621
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Inflation-linked bonds
James, Alan; Pond, Michael - In: The handbook of inflation hedging investments : enhance …, (pp. 9-39). 2006
Persistent link: https://www.econbiz.de/10003319403
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Hedging European government bond portfolios during the recent sovereign debt crisis
Bessler, Wolfgang; Wolff, Dominik - In: Journal of international financial markets, … 33 (2014), pp. 379-399
Persistent link: https://www.econbiz.de/10011299815
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One index fits none : the conundrum of euro area inflation-linked bonds
Arnold, Ivo J. M. - In: The European journal of finance 21 (2015) 7/9, pp. 575-583
Persistent link: https://www.econbiz.de/10011301230
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Bond yields : models and moments
Gabriel, Christian - 2015
Affine term structure models; Bond return distributions; Corporate bonds; Credit rating; Fixed income portfolios …Besides the introduction, the thesis is organized in two parts. Part I assumes a bond investor with μ-σ preferences … 4 assesses the statistical distribution of daily EMU bond returns for the period 1999 to 2012. …
Persistent link: https://www.econbiz.de/10011317335
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The impact of fallen angels on investment grade corporate bonds portfolios : evidence from the European market
Bolognesi, Enrica; Ferro, Marianna; Zuccheri, Andrea - In: International journal of finance & economics : IJFE 19 (2014) 4, pp. 267-278
Persistent link: https://www.econbiz.de/10010471904