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Cortazar, Gonzalo; Ortega, Hector; Rojas, Maximiliano; … - In: Journal of commodity markets 22 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012807724

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

The interest rate effects of government bond purchases away from the lower bound

De Rezende, Rafael B. - 2016

I analyze the recent experience of unconventional monetary policy in Sweden to study the interest rate transmission mechanisms of government bond purchases when interest rates are not constrained by a lower bound. Using dynamic term structure models and event study regressions I find that...

Persistent link: https://www.econbiz.de/10011471465

The interest rate effects of government bond purchases away from the lower bound

De Rezende, Rafael B. - In: Journal of international money and finance 74 (2017), pp. 165-186

Persistent link: https://www.econbiz.de/10011787934

The diversification benefits of commodity futures indexes : a mean-variance spanning test

Scherer, Bernd; He, Li - In: The handbook of commodity investing, (pp. 241-265). 2008

Persistent link: https://www.econbiz.de/10003795047

Introducing alternative investments in a traditional portfolio : the case of commodities, hedge funds, and managed futures

Shore, Mark S. - In: The handbook of commodity investing, (pp. 504-521). 2008

Persistent link: https://www.econbiz.de/10003795209

Commodity futures indices and traditional asset markets in India : DCC evidence for portfolio diversification benefits

Lagesh, M. A.; Kasim, Mohammed C.; Paul, Sunil - In: Global business review 15 (2014) 4, pp. 777-793

Persistent link: https://www.econbiz.de/10011347017

Pricing of derivatives on commodity indices

Rauch, Johannes; Krayzler, Mikhail; Brunner, Bernhard; … - In: International review of financial analysis 29 (2013), pp. 143-151

Persistent link: https://www.econbiz.de/10010244113

Indexed commodity futures and the risk and return of institutional portfolios

Becker, Kent Gregory - In: Advances in investment analysis and portfolio … 4 (1997), pp. 1-14

Persistent link: https://www.econbiz.de/10001229809

What is a better cross-hedge for energy : equities or other commodities?

Olson, Eric; Vivian, Andrew; Wohar, Mark E. - In: Global finance journal 42 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012257103

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