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Testing asset pricing theory on six hundred years of stock returns : prices and dividends for the Bazacle company from 1372 to 1946
Le Bris, David; Goetzmann, William N.; Pouget, Sébastien - 2014
Persistent link: https://www.econbiz.de/10010372511
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La sous-évaluation des actions en période d'inflation : test de l'hypothèse de Modigliani et Cohn et proposition d'une explication alternative
Bahlous, Mejda - In: Economie appliquée : archives de l'Institut de … 48 (1995) 1, pp. 47-88
Persistent link: https://www.econbiz.de/10001180856
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Contagion between European and US banks : evidence from equity prices
Fricke, Daniel - 2010
finding market-based indicators in order to analyze the effects of crises and to quantify the risk of contagion. The Distance …
Persistent link: https://www.econbiz.de/10008758400
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Essays in macroeconomics and finance
Sydow, Matthias - 2009
Persistent link: https://www.econbiz.de/10003840762
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2010
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks. Although the Japan premium in the euro-dollar market seemed to have virtually disappeared since April 1999, credit and default risks...
Persistent link: https://www.econbiz.de/10012762833
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Market Evaluations of Banking Fragility in Japan : Japan Premium, Stock Prices, and Credit Derivatives
Ito, Takatoshi - 2003
This paper investigates movements of market indicators of banking fragility, namely, Japan premium, stock prices, and credit derivative spreads of Japanese banks. Although the Japan premium in the euro-dollar market seemed to have virtually disappeared since April 1999, credit and default risks...
Persistent link: https://www.econbiz.de/10012469110
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Intraday financial markets' response to U.S. bank failures
Mehdian, Seyed M.; Gherghina, Ştefan Cristian; Stoica, … - In: Finance research letters 60 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014490224
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A high-frequency data dive into SVB collapse
Aharon, David Y.; Ali, Shoaib - In: Finance research letters 59 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014445405
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Volatility spillover between Germany, France, and CEE stock markets
Chirilă, Viorica; Chirilă, Ciprian - In: Journal of business economics and management 23 (2022) 6, pp. 1280-1298
among the stock markets in the countries from Central and East Europe (CEE) and Germany and France with the aim to identify … the possibilities of reduction of a portfolio risk. A special attention is granted to the analysis during the pandemic … analysed enables the making of arbitrages in order to reduce the risk of a portfolio. The results obtained are important in the …
Persistent link: https://www.econbiz.de/10013500945
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What drives the value premium? : risk versus mispricing ; evidence from international markets
Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39
Persistent link: https://www.econbiz.de/10010357098