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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Volatility patterns of fixed income securities
Blume, Marshall E.; Keim, Donald B. - 1989
Persistent link: https://www.econbiz.de/10000813823
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Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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Cost of capital and asset characteristic value
Shen, Bill Y. - In: International journal of financial engineering 8 (2021) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10012654837
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GARCH volatilities applied to an asset selection algorithm : the case of fixed income markets
Corelli, Angelo - In: International journal of bonds and derivatives 4 (2018) 1, pp. 52-62
Persistent link: https://www.econbiz.de/10012253412
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Asymptotics of bond yields and volatilities for extended CIR models under the real-world measure
Fergusson, K. - In: Scandinavian actuarial journal 2019 (2019) 10, pp. 867-902
Persistent link: https://www.econbiz.de/10012195006
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Kursänderungsrisiken festverzinslicher Wertpapiere
Schulte, Reinhard - 1996
Persistent link: https://www.econbiz.de/10000590464
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The impact of financial stress and uncertainty on green and conventional bonds and stocks : a nonlinear and nonparametric quantile analysis
Mar'I, Muhammad; Seraj, Mehdi; Tursoy, Turgut - In: Risks : open access journal 12 (2024) 8, pp. 1-18
This study aims to investigate the impact of financial stress and uncertainty on the returns of green and conventional bonds and stocks in the United States from 2010 to 2022. The research utilizes nonlinear and nonparametric analysis, which includes the quantile-on-quantile and nonparametric...
Persistent link: https://www.econbiz.de/10015065766
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Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX
Abdelkafi, Samar Zlitni; Ghorbel, Ahmed; Khoufi, Walid - In: American journal of finance and accounting 5 (2018) 4, pp. 371-393
Persistent link: https://www.econbiz.de/10011966860
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Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility : evidence from country level analysis
Syed Mabruk Billah; Hadhri, Sinda; Balli, Faruk; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 350-371
Persistent link: https://www.econbiz.de/10014535351