Similar Search Results

Property Prices and Real Estate Financing in a Turbulent World

Balling, Morten; Bentzen, Christian Sinding; Berg, Jesper; … - 2013

On 15th November 2012 in Copenhagen, SUERF and Nykredit in association with Danmarks Nationalbank organised a conference on “Property prices and real estate financing in a turbulent world.” The papers included in this SUERF Study are based on contributions to the conference.

Persistent link: https://www.econbiz.de/10011689960

Forward-futures price differences in the UK commercial property market : arbitrage and marking-to-model explanations

Stanescu, Silvia; Tunaru, Radu; Candradewi, Made Reina - In: International review of financial analysis 34 (2014), pp. 177-188

Persistent link: https://www.econbiz.de/10010529042

Analysing the difference between forward and futures prices for the UK commercial property market

Stanescu, Silvia; Candradewi, Made Reina; Tunaru, Radu - 2012

Persistent link: https://www.econbiz.de/10010354454

Commercial real estate risk management with derivatives

Fabozzi, Frank J.; Stanescu, Silvia; Tunaru, Radu - In: The journal of portfolio management : a publication of … 39 (2013) 5, pp. 111-119

Persistent link: https://www.econbiz.de/10010209637

Property Prices and Real Estate Financing in a Turbulent World

Carrasco-Gallego, José A.; Hubbard, Robert Glenn; … - SUERF - The European Money and Finance Forum

Persistent link: https://www.econbiz.de/10011070912

Investor valuation of the abandonment option : empirical evidence from UK divestitures 1985 - 1991

Clark, Ephraim; Gadad, Magid; Rousseau, Patrick - In: Multinational finance journal : MF ; quarterly … 14 (2010) 3/4, pp. 291-317

Persistent link: https://www.econbiz.de/10008904983

The value effects of foreign currency and interests rated hedging: the UK evidence

Belghitar, Yacine; Clark, Ephraim; Judge, Amrit - In: International journal of business 13 (2008) 1, pp. 43-60

Persistent link: https://www.econbiz.de/10003703059

Convexity, magnification, and translation : the effect of managerial option-based compensation on corporate cash holdings

Belghitar, Yacine; Clark, Ephraim - In: The journal of financial research 37 (2014) 2, pp. 191-210

Persistent link: https://www.econbiz.de/10010412374

Foreign currency derivatives versus foreign currency debt and the hedging premium

Clark, Ephraim; Judge, Amrit - In: European financial management : the journal of the … 15 (2009) 3, pp. 606-642

Persistent link: https://www.econbiz.de/10003841073

Investor Valuation of the Abandonment Option : Empirical Evidence from UK Divestitures 1985-1991

Clark, Ephraim - 2016

This paper looks at divestitures by 144 UK firms listed on the London Stock Exchange from 1985 to 1991 and investigates whether and how accurately investors price the firm's option to abandon assets in exchange for their exit value. Theory prices this real option as an American style put and the...

Persistent link: https://www.econbiz.de/10013004477