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The future of macroeconomics : macro theory and models at the Bank of England

Hendry, David F.; Meullbauer, John N. J. - 2017

Persistent link: https://www.econbiz.de/10011752399

Implications of household-level evidence for policy models : the case of macro-financial linkages

Muellbauer, John - In: Oxford review of economic policy 36 (2020) 3, pp. 510-555

Persistent link: https://www.econbiz.de/10012434561

The future of macroeconomics : macro theory and models at the Bank of England

Hendry, David F.; Muellbauer, John - In: Oxford review of economic policy 34 (2018) 1/2, pp. 287-328

Persistent link: https://www.econbiz.de/10011953919

The effectiveness of hedge fund investment strategies under various market conditions

Falkowski, Michał; Sierpińska-Sawicz, Agata; … - In: Contemporary economics 14 (2020) 2, pp. 127-143

The main purpose of the article was to analyze the effectiveness of the basic investment strategies used by hedge funds in the long term (years 1994-2015) and during the global financial crisis (years 2007-2009). Using information from commercial databases we attempted to verify the hypothesis...

Persistent link: https://www.econbiz.de/10012237267

The use of credit ratings in the delegated management of fixed income assets

Baghai, Ramin P.; Becker, Bo; Pitschner, Stefan - In: Management science : journal of the Institute for … 70 (2024) 5, pp. 3059-3079

Persistent link: https://www.econbiz.de/10014551059

Sources of funding in a crisis : evidence from investment banks

Helwege, Jean; Jindra, Jan - In: The Quarterly Journal of Finance : QJF 13 (2023) 3, pp. 1-44

Persistent link: https://www.econbiz.de/10014442295

Banks' portfolio of government debt and sovereign risk

Afonso, António; Alves, José; Monteiro, Sofia - 2023

We analyze domestic, foreign, and central banks holdings of public debt for 31 countries for the period of 1989-2022, applying panel regressions and quantile analysis. We conclude that an increase in sovereign risk raises the share of domestic banks' portfolio of public debt and reduces the...

Persistent link: https://www.econbiz.de/10014383613

Exchange rate overshooting and monetary policy in an open economy portfolio balance model

Barr, David G. - 1984

Persistent link: https://www.econbiz.de/10000026014

Monetary policy and asset price overshooting: a rationale for the Wall/Main Street disconnect

Caballero, Ricardo J.; Simsek, Alp - 2022

). Overshooting leads to a temporary disconnect between the performance of financial markets and the real economy, but it accelerates … the recovery. When there is a lower-bound constraint on the discount rate, overshooting becomes a concave and non …-19 recovery, the policy-induced overshooting was large−sufficient to explain the high levels of stock and house prices in …

Persistent link: https://www.econbiz.de/10013093040

Optimal portfolios : new variations of an old theme

Korn, Ralf - In: Computational Management Science : CMS 5 (2008) 4, pp. 289-304

Persistent link: https://www.econbiz.de/10003758290