Narrow search
Showing 1 - 10 of 20,998
Cover Image
Time-varying combinations of Bayesian dynamic models and equity momentum strategies
Basturk, Nalan; Grassi, Stefano; Hoogerheide, Lennart; … - 2016
momentum strategy. The estimation of this modeling and strategy approach can be done using an extended and modified version of …
Persistent link: https://www.econbiz.de/10011563065
Cover Image
Three essays in international macroeconomics and finance
Martínez-García, Enrique - 2007
Persistent link: https://www.econbiz.de/10009682964
Cover Image
Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald; Jahan-Parvar, Mohammad R.; Liu, Hening - 2018
models featuring smooth ambiguity preferences. We rely on semi-nonparametric estimation of a flexible auxiliary model in our … structural estimation. Based on the market and aggregate consumption data, our estimation provides statistical support for asset …
Persistent link: https://www.econbiz.de/10011780610
Cover Image
Dynamic management of interest rate risk for central banks and pension funds
Berkelaar, Arjan B.; Petre, Gabriel - In: Interest rate models, asset allocation and quantitative …, (pp. 64-89). 2010
Persistent link: https://www.econbiz.de/10008746639
Cover Image
Dynamic management of interest rate risk for central banks and pension funds
Berkelaar, Arjan B.; Petre, Gabriel - In: Interest rate models, asset allocation and quantitative …, (pp. 64-89). 2010
Persistent link: https://www.econbiz.de/10003940910
Cover Image
Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 92 (2018), pp. 340-357
Persistent link: https://www.econbiz.de/10011964601
Cover Image
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
Boubaker, Sabri; Gounopoulos, Dimitrios; Nguyen, Duc Khuong - In: Journal of banking & finance 77 (2017), pp. 35-52
Persistent link: https://www.econbiz.de/10011814346
Cover Image
The Federal Reserve's portfolio and its effect on interest rates
Huther, Jeffrey; Ihrig, Jane; Klee, Elizabeth - 2017
elements of preferred-habitat theory as well as the fiscal theory of the price level …
Persistent link: https://www.econbiz.de/10011710126
Cover Image
Unconventional monetary policy and the interest rate channel: signalling and portfolio rebalancing
Loyd, Simon P. - 2017
Persistent link: https://www.econbiz.de/10012423778
Cover Image
Asset prices and asymmetries in the Fed's interest rate rule : a financial approach
Romaniuk, Katarzyna; Vranceanu, Radu P. - 2008
Persistent link: https://www.econbiz.de/10003718920