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The Yield Curve as a Predictor and Emerging Economies
Mehl, Arnaud - 2021
-of-sample forecasting performance. Differences across countries are seemingly linked to market liquidity. The paper further finds that the …
Persistent link: https://www.econbiz.de/10013317370
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The yield curve as a predictor and emerging economies
Mehl, Arnaud - 2006
-of-sample forecasting performance. Differences across countries are seemingly linked to market liquidity. The paper further finds that the …
Persistent link: https://www.econbiz.de/10011604737
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Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns : Evidence from Density Forecast Comparison
Bao, Yong - 2016
We investigate predictive abilities of nonlinear models for stock returns when density forecasts are evaluated and compared instead of the conditional mean point forecasts. The aim of this paper is to show whether the in-sample evidence of strong nonlinearity in mean may be exploited for...
Persistent link: https://www.econbiz.de/10012998081
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Equity markets risks and returns : implications for global portfolio capital flows during pandemic and crisis periods
Dziuba, Pavlo; Pryiatelchuk, Olena; Rusak, Denys - In: Baltic Journal of Economic Studies 7 (2021) 3, pp. 97-108
Persistent link: https://www.econbiz.de/10012616041
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The Comparisson of Benefit of International Diversification Among Seven Large Stocks in the Malaysian and Indonesian Stock Markets
Setyawan, Ignatius Roni - 2013
concentrated on the risk-returns tradeoffs from the developed markets perspective. Very few literatures available on the behavior …
Persistent link: https://www.econbiz.de/10013087861
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Monetary Shocks and Stock Returns : Identification Through the Impossible Trinity
Ozdagli, Ali K. - 2013
We present evidence of significant bias in event studies that investigate the effect of U.S. monetary policy on U.S. stock prices. To overcome this bias, we propose a new identification method based on the "Impossible Trinity" theory which argues that an economy with a fixed exchange rate and...
Persistent link: https://www.econbiz.de/10013075805
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The Comparisson of Benefit of International Diversification Among Seven Large Stocks in the Malaysian and Indonesian Stock Markets During January 2004 Until April 2010
Setyawan, Ignatius Roni - 2012
concentrated on the risk-returns tradeoffs from the developed markets perspective. Very few literatures available on the behavior …
Persistent link: https://www.econbiz.de/10013112474
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Explaining International Comovements of Output and Asset Returns : The Role of Money and Nominal Rigidities
Kollmann, Robert - 2021
positive international transmission of country-specific monetary policy and technology shocks, and it generates sizable cross …
Persistent link: https://www.econbiz.de/10013317685
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Macroeconomic Uncertainty and Predictability of Real Estate Returns : The Impact of Asset Liquidity
Nayar, Nandkumar; Price, S. McKay; Shen, Ke - 2023
commercial real estate setting, where (il)liquidity is a defining characteristic of the asset class. Empirical tests confirm the … estate asset returns, and pro-cyclical liquidity variation in private real estate markets …
Persistent link: https://www.econbiz.de/10014350917
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Perceived Risk, Investment Performance and Intentions in Emerging Stock Markets
Phung, Trang - 2017
The study built the new measurement scales of risk perception in investing in stock types trading on the emerging stock … market, and then explored the effects of perceived risk on investment performance and intentions of individual investors. The … distributed to 465 retail investors. Results showed that perceived risk had the direct positive impact on both investment …
Persistent link: https://www.econbiz.de/10012965461