Narrow search
Showing 1 - 10 of 2,553
Cover Image
Modelling the "option value of waiting" : more evidence on the costs of intra-European exchange rate volatility
Belke, Ansgar; Gros, Daniel - 1998
Persistent link: https://www.econbiz.de/10000979562
Cover Image
Börsengang deutscher Unternehmen in den USA : Betrachtung aus kapitalmarkttheoretischer und strategischer Sicht
Toepfer, Thomas - 1999
Persistent link: https://www.econbiz.de/10001421059
Cover Image
On the implications of a unilateral currency union for macroeconomic volatility
Duncan, Roberto - In: Prospects for monetary unions after the Euro, (pp. 225-262). 2005
Persistent link: https://www.econbiz.de/10003267144
Cover Image
Dynamics of individual income rank volatility : evidence from West Germany and the US
Chauvel, Louis; Hartung, Anne; Palmisano, Flaviana - In: The B.E. journal of economic analysis & policy 19 (2019) 2, pp. 1-22
Persistent link: https://www.econbiz.de/10012027235
Cover Image
Core earnings uncertainty, dividend change announcements and the reduction of covariance component risks
Dempsey, Stephen J.; Harrison, David M.; Sheng, Hainan - In: Journal of business finance & accounting : JBFA 42 (2015) 9/10, pp. 1075-1120
Persistent link: https://www.econbiz.de/10011535857
Cover Image
Measuring volatility persistence and risk in Southern and East African stock markets
Coffie, William - In: International journal of economics and business research 9 (2015) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10011332918
Cover Image
Distributional characteristics of income insecurity in the US, Germany, and Britain
Rohde, Nicholas; Tang, Kam Ki; Prasada Rao, D. S. - In: The review of income and wealth : journal of the … 60 (2014), pp. 159-176
Persistent link: https://www.econbiz.de/10010457925
Cover Image
Marriage and managers' attitudes to risk
Roussanov, Nikolai; Savor, Pavel - In: Management science : journal of the Institute for … 60 (2014) 10, pp. 2496-2508
Persistent link: https://www.econbiz.de/10010461869
Cover Image
Risk-adjusted time series momentum
Dudler, Martin; Gmür, Bruno; Malamud, Semyon - 2014
We introduce a new class of momentum strategies, the risk-adjusted time series momentum (RAMOM) strategies, which are … how these volatility measures can be used for risk management. We find that momentum risk management significantly … increases Sharpe ratios, but at the same time may lead to more pronounced negative skewness and tail risk. Furthermore, momentum …
Persistent link: https://www.econbiz.de/10011293745
Cover Image
Do market prices aggregate information about macroeconomic uncertainty (or risk)?
Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534
Persistent link: https://www.econbiz.de/10011295329