Narrow search
Showing 1 - 10 of 32,344
Cover Image
Responses of Swiss bond yields and stock prices to ECB policy surprises
Hager, Diego M.; Nitschka, Thomas - 2022
Persistent link: https://www.econbiz.de/10013365932
Cover Image
Responses of Swiss bond yields and stock prices to ECB policy surprises
Nitschka, Thomas; Hager, Diego M. - 2022
Switzerland as a case study. Our results suggest that Swiss asset price responses to ECB policy surprises are significant. They … depend on the type and nature of the surprise and change over time. Decomposing bond yields into expected short-term interest … rates and the term premium reveals that both signalling and portfolio rebalancing effects explain the responses of bond …
Persistent link: https://www.econbiz.de/10013492717
Cover Image
Schätzung von Zinsstrukturen für den SFr.-Kapitalmarkt unter Berücksichtigung von Friktionen
Tobler, Jürg - 1996
Persistent link: https://www.econbiz.de/10013418022
Cover Image
Interest rate risk of bond prices on Macedonian Stock Exchange - empirical test of the duration, modified duration and convexity and bonds valuation
Ivanovski, Zoran; Stojanovski, Toni Draganov; … - In: Economic research 26 (2013) 3, pp. 47-62
Persistent link: https://www.econbiz.de/10010196415
Cover Image
Investor sentiment, flight-to-quality, and corporate bond comovement
Bethke, Sebastian - In: Essays on the determinants of corporate bond yield spreads, (pp. 9-51). 2016
Persistent link: https://www.econbiz.de/10011733591
Cover Image
Spanning rates as factors in derivative term struture models : theory, empirical analysis and implementation
Haab, Stefan - 2000
Persistent link: https://www.econbiz.de/10001462593
Cover Image
Bond risk premia in consumption-based models
Creal, Drew; Wu, Jing Cynthia - 2016
Persistent link: https://www.econbiz.de/10011476470
Cover Image
Exploiting the conditional density in estimating the term structure : an application to the Cox, Ingersoll, and Ross model
Pearson, Neil D. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1279-1304
Persistent link: https://www.econbiz.de/10001171966
Cover Image
International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10003728591
Cover Image
International stock return predictability under model uncertainty
Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675