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Persistent link: https://www.econbiz.de/10009405709

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Empirical evaluation of overspecified asset pricing models

Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017

Persistent link: https://www.econbiz.de/10011708502

Return and volatility transmission between world-leading and Latin American stock markets : portfolio implications

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(USA and China) and four emerging Latin American stock markets over the global financial crisis of 2008 and the crash of …

Persistent link: https://www.econbiz.de/10012309325

Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis

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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

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Volatility patterns of CDS, bond and stock markets before and during the financial crisis : evidence from major financial institutions

Belke, Ansgar; Gokus, Christian - 2011

This study is motivated by the development of credit-related instruments and signals of stock price movements of large banks during the recent financial crisis. What is common to most of the empirical studies in this field is that they concentrate on modeling the conditional mean. However,...

Persistent link: https://www.econbiz.de/10010209431

Die Schätzung erwarteter Renditen in der modernen Kapitalmarkttheorie : implizit erwartete Renditen und ihr Einsatz in Kapitalmarktmodell-Tests und Portfoliooptimierung

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The ins and outs of LSAPs

Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Global dimensions of unconventional monetary policy : a …, (pp. 57-111). 2014

Persistent link: https://www.econbiz.de/10011301095

Zur Eignung des ([Müh], [Sigma])-Prinzips als Entscheidungskriterium der normativen Portfoliotheorie : konzeptionelle Überlegungen und empirische Befunde

Markus, Lutz - 2009

Persistent link: https://www.econbiz.de/10003886184

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