Narrow search
Showing 1 - 10 of 15,280
Cover Image
Time series momentum
Moskowitz, Tobias J.; Ooi, Yao Hua; Pedersen, Lasse Heje - In: Journal of financial economics 104 (2012) 2, pp. 228-250
Persistent link: https://www.econbiz.de/10009621174
Cover Image
Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe
Ozcelebi, Oguzhan - In: Global business & economics review 16 (2014) 2, pp. 179-201
Persistent link: https://www.econbiz.de/10010495835
Cover Image
Stability price index, core inflation and output volatility
Charemza, Wojciech; Shah, Imran - 2012
Persistent link: https://www.econbiz.de/10009670645
Cover Image
Crises and Uncertainty in the Economy
Ben Ameur, Hachmi (ed.); Ftiti, Zied (ed.);  … - 2022
Monetary Union -- 3. Macroeconomic-Financial Policies And Climate Change Nexus: Theory & Practices -- 4. Exchange Market …
Persistent link: https://www.econbiz.de/10013503483
Cover Image
Oil price uncertainty and equity returns : evidence from oil importing and exporting countries in the MENA region
Maghyereh, Aktham I.; Awartani, Basel - In: Journal of financial economic policy 8 (2016) 1, pp. 64-79
Persistent link: https://www.econbiz.de/10011619459
Cover Image
The financial origins of non-fundamental risk
Acharya, Sushant; Dogra, Keshav; Singh, Sanjay R. - 2022 - Last updated: January 14, 2022
We formalize the idea that the financial sector can be a source of non-fundamental risk. Households' desire to hedge against price volatility can generate price volatility in equilibrium, even absent fundamental risk. Fearing that asset prices may fall, risk-averse households demand safe assets...
Persistent link: https://www.econbiz.de/10012798791
Cover Image
Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market
Schasfoort, Joeri; Stockermans, Christopher - 2017
The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...
Persistent link: https://www.econbiz.de/10011723700
Cover Image
Cross-asset signals and time series momentum
Pitkäjärvi, Aleksi; Suominen, Matti; Vaittinen, Lauri - In: Journal of financial economics 136 (2020) 1, pp. 63-85
Persistent link: https://www.econbiz.de/10012545360
Cover Image
The term structure of inflation expectations
Adrian, Tobias (contributor); Wu, Hao (contributor) - 2009
We present estimates of the term structure of inflation expectations, derived from an affine model of real and nominal … yield curves. The model features stochastic covariation of inflation with the real pricing kernel, enabling us to extract a … time-varying inflation risk premium. We fit the model not only to yields, but also to the yields’ variance …
Persistent link: https://www.econbiz.de/10003812556
Cover Image
Effects of volatility of the exchange rate on inflation expectations and growth prospects in Mexico (2002-2014)
Benavides, Guillermo; Téllez-León, Isela Elizabeth; … - In: Ensayos : revista de economia 34 (2015) 2, pp. 63-78
Persistent link: https://www.econbiz.de/10011511015