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A factor risk model with reference returns for the US dollar and Japanese yen bond markets
Bernadell, Carlos (contributor); Coche, Joachim (contributor) - 2006
for a broad range of fixed income instruments such as government and nongovernment instruments in the US dollar and … Japanese yen bond markets. The reference returns result from a regime-switching Nelson-Siegel yield curve model following …
Persistent link: https://www.econbiz.de/10003337255
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A Factor Risk Model with Reference Returns for the Us Dollar and Japanese Yen Bond Markets
Bernadell, Carlos; Coche, Joachim; Nyholm, Ken - 2021
for a broad range of fixed income instruments such as government and nongovernment instruments in the US dollar and … Japanese yen bond markets. The reference returns result from a regime-switching Nelson-Siegel yield curve model following …
Persistent link: https://www.econbiz.de/10013317575
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Risk-sharing by financial markets in federal systems : a critique of existing empirical assessments
Dullien, Sebastian - In: Review of Keynesian economics 7 (2019) 3, pp. 361-368
Persistent link: https://www.econbiz.de/10012103106
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On the time varying risk premium in the yen/dollar exchange market
Canova, Fabio; Ito, Taketoshi - 1987
Persistent link: https://www.econbiz.de/10003508439
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No longer a safe haven currency? : a fresh evidence of Japanese Yen under uncertainty
Li, Zheng Zheng; Su, Chi-Wei; Tao, Ran - In: Panoeconomicus 71 (2024) 1, pp. 119-134
Persistent link: https://www.econbiz.de/10014485293
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Crises and Uncertainty in the Economy
Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.);  … - 2022
1. Covid-19: What Determines Policy Responses Across Europe? -- 2. Financial Integration And Labor Mobility In A Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market Volatility Spillover In Time Of Crisis: Evidence From A Smooth...
Persistent link: https://www.econbiz.de/10013503483
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Asymptotic dependence modelling of the BRICS stock markets
Sigauke, Caston; Mukhodobwane, Rosinah; Chagwiza, Wilbert; … - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-32
With the use of empirical data, this paper focuses on solving financial and investment issues involving extremal dependence of 10 pairwise combinations of the 5 BRICS (Brazil, Russia, India, China, and South Africa) stock markets. Daily closing equity indices from 5 January 2010 to 6 August 2018...
Persistent link: https://www.econbiz.de/10013368365
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Enhancing returns on yen : minimizing risk reversal costs
VanderLinden, David; Nikolov, Kristijan - In: Applied financial economics 15 (2005) 17, pp. 1203-1211
Persistent link: https://www.econbiz.de/10003228791
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Essays on political economy of financial markets
Hahne, Jana - 2012
Persistent link: https://www.econbiz.de/10009748942
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Agreeing on disagreement : heterogeneity or uncertainty?
Ellen, Saskia ter; Verschoor, Willem F. C.; Zwinkels, … - 2016
Persistent link: https://www.econbiz.de/10011449726