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Entwicklung eines Performance-Indexes für geschlossene Schiffsfonds und Einsatz in der Asset Allocation
Tegtmeier, Lars - 2011
Persistent link: https://www.econbiz.de/10008858706
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Empirical studies of exchange rates : price behavior, rate determination and market efficiency
Levich, Richard M. - 1985
Persistent link: https://www.econbiz.de/10001329012
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Global Imbalances in a World of Inflexible Real Exchange Rates and Capital Controls
Hughes Hallett, Andrew J. - 2011
This paper addresses the issue of international payments in a stock-flow framework, by capturing the interaction between the current account balance and international assets portfolios of domestic and foreign investors. It is argued that the stability of such interaction may be affected by...
Persistent link: https://www.econbiz.de/10013117636
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(Asymmetric) Trade Costs, Real Exchange Rate Hedging, and Equity Home Bias in a Multi-Country Model
Pyun, Ju Hyun - 2017
There has been controversy between (two-country) theory and the empirics about whether hedging against real exchange … rate fluctuations in the goods market influences foreign equity holdings. This study reconciles the theory with the … exchange rate fluctuations. Further, our theory calls for a country's covariance-variance ratio to be constructed as the sum of …
Persistent link: https://www.econbiz.de/10012947564
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Value-at-risk for country risk ratings
McAleer, Michael; Da Veiga, Bernardo; Hoti, Suhejla - 2010 - Rev.
Persistent link: https://www.econbiz.de/10008689072
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Do socially responsible investment indexes outperform conventional indexes?
Managi, Shunsuke; Okimoto, Tatsuyoshi; Matsuda, Akimi - In: Applied financial economics 22 (2012) 16/18, pp. 1511-1527
Persistent link: https://www.econbiz.de/10009625856
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Modelling the directional spillovers from DJIM Index to conventional benchmarks : different this time?
Ahmad, Wasim; Rais, Shirin; Shaik, Abdul Rahman - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 14-27
Persistent link: https://www.econbiz.de/10012034392
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Historical returns of the market portfolio
Doeswijk, Ronald; Lam, Trevin; Swinkels, Laurens - In: Review of asset pricing studies : RAPS 10 (2020) 3, pp. 521-567
Persistent link: https://www.econbiz.de/10012318152
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Value-at-Risk for Country Risk Ratings
McAleer, Michael; da Veiga, Bernardo; Hoti, Suhejla - 2010
The country risk literature argues that country risk ratings have a direct impact on the cost of borrowings as they reflect the probability of debt default by a country. An improvement in country risk ratings, or country creditworthiness, will lower a country’s cost of borrowing and debt...
Persistent link: https://www.econbiz.de/10014204307
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Essays in financial economics
Greenwood, Robin - 2002
Persistent link: https://www.econbiz.de/10003779960