Showing 1 - 10 of 8,138
Persistent link: https://www.econbiz.de/10001838406
Persistent link: https://www.econbiz.de/10009232136
Persistent link: https://www.econbiz.de/10001632665
Persistent link: https://www.econbiz.de/10009760762
In this study, we derive a CDS implied equity volatility index from highly liquid one-year contracts in the Eurozone …, and for the inclusive period 2008-2014. We analyze the relationship between this volatility index and the VSTOXX 12M … relationship between the two volatility indices in which the CDS implied index plays the leading role …
Persistent link: https://www.econbiz.de/10012932044
Persistent link: https://www.econbiz.de/10003476633
Persistent link: https://www.econbiz.de/10003583037
Persistent link: https://www.econbiz.de/10001459307
Extending price momentum tests to the longest available histories of global financial assets, including country equities, government bonds, currencies, commodities, sectors and U.S. stocks, we create a 215-year history of cross-sectional multi-asset momentum, and confirm the significance of the...
Persistent link: https://www.econbiz.de/10012971740
Persistent link: https://www.econbiz.de/10014576148