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Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

The relative pricing of WTI and Brent crude oil futures : expectations or risk premia?

Gao, Xin; Li, Bingxin; Liu, Rui - In: Journal of commodity markets 30 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014426797

Inflation news coverage, expectations and risk premium

Perico Ortiz, Daniel - 2023

This paper investigates the effects of inflation news coverage on market-based inflation expectations and outcomes in the inflation-protected securities market. We employ a large corpus of news headlines from top U.S. newspapers and market data on the U.S. yield curve and inflation-protected...

Persistent link: https://www.econbiz.de/10014374818

The term structure of uncertainty : new evidence from survey expectations

Binder, Carola Conces; McElroy, Tucker; Sheng, Xuguang - In: Journal of money, credit and banking : JMCB 54 (2022) 1, pp. 39-71

Persistent link: https://www.econbiz.de/10012819559

The term structure of interest rates, the expectations hypothesis and international financial integration : evidence from Asian economies

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: International review of economics & finance : IREF 20 (2011) 4, pp. 679-689

Persistent link: https://www.econbiz.de/10009303888

The expectations hypothesis : new hope or illusory support?

Boonlert Jitmaneeroj; Wood, Andrew - In: Journal of banking & finance 37 (2013) 3, pp. 1084-1092

Persistent link: https://www.econbiz.de/10009708705

Yield factors, the expectations hypothesis and regime shifts

Cao, Rui; Zhu, Xiaoneng; Rahman, Shahidur - In: Annals of economics and finance 15 (2014) 2, pp. 411-431

Persistent link: https://www.econbiz.de/10010481160

The expectations hypothesis and decoupling of short- and long-term US interest rates : a pairwise approach

Holmes, Mark J.; Otero, Jesús G.; Panagiōtidēs, … - In: The North American journal of economics and finance : a … 34 (2015), pp. 301-313

Persistent link: https://www.econbiz.de/10011540004

Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?

Boukhatem, Jamel - In: The journal of applied business research 32 (2016) 1, pp. 239-254

Persistent link: https://www.econbiz.de/10011436544

A comparison of the information in the LIBOR and CMT term structures of interest rates

Brooks, Robert; Cline, Brandon N.; Enders, Walter - In: Journal of banking & finance 54 (2015), pp. 239-253

Persistent link: https://www.econbiz.de/10011377823