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Essays on financial and monetary economics

Licari, Juan Manuel - 2007

Persistent link: https://www.econbiz.de/10009690583

Collateralization and asset price bubbles when investors disagree about risk

Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012821680

The financial origins of non-fundamental risk

Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2022 - Last updated: January 14, 2022

against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices …

Persistent link: https://www.econbiz.de/10012798791

Learning, slowly unfolding disasters, and asset prices

Ghaderi, Mohammad; Kilic, Mete; Seo, Sang Byung - In: Journal of financial economics 143 (2022) 1, pp. 527-549

Persistent link: https://www.econbiz.de/10013350670

The impact of financial stress and uncertainty on green and conventional bonds and stocks : a nonlinear and nonparametric quantile analysis

Mar'I, Muhammad; Seraj, Mehdi; Tursoy, Turgut - In: Risks : open access journal 12 (2024) 8, pp. 1-18

This study aims to investigate the impact of financial stress and uncertainty on the returns of green and conventional bonds and stocks in the United States from 2010 to 2022. The research utilizes nonlinear and nonparametric analysis, which includes the quantile-on-quantile and nonparametric...

Persistent link: https://www.econbiz.de/10015065766

Study of BRICS stock return volatility during and after subprime crisis

Kishor, Nawal; Singh, Raman Preet - In: International journal of business and globalisation : IJBG 18 (2017) 2, pp. 233-250

Persistent link: https://www.econbiz.de/10011800038

Fundamental driver of fund style drift

Galloppo, Giuseppe; Trovato, Giovanni - In: The journal of asset management 18 (2017) 2, pp. 99-123

Persistent link: https://www.econbiz.de/10011694987

Volatility contagion (spillover) between Chinese and Pakistani stock markets during COVID-19 : pre and post analysis of trade-level data

Bukhari, Syed Faisal Hasan; Ahmad, Habib; Hanif, Hasan; … - In: International journal of monetary economics and finance … 15 (2022) 4, pp. 309-330

Persistent link: https://www.econbiz.de/10014314085

Equilibrium correlations of asset price and return

Leung, Charles Ka Yui - In: The journal of real estate finance and economics 34 (2007) 2, pp. 233-256

Persistent link: https://www.econbiz.de/10003491272

Three essays in international macroeconomics and finance

Martínez-García, Enrique - 2007

Persistent link: https://www.econbiz.de/10009682964

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