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Bailey, Roy E. - 2005

asset pricing model (CAPM). Arbitrage plays a pivotal role in finance and is studied in a variety of contexts, including the …

Persistent link: https://www.econbiz.de/10011479686

Finanzkrise : der Reformeifer geht am Kern des Märkteproblems vorbei

Fricke, Thomas - In: Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik 93 (2013) 5, pp. 342-347

Die Liberalisierung der globalen Finanzmärkte hat ihr Ziel verfehlt, für mehr Stabilität und Wirtschaftswachstum zu sorgen. Stattdessen folgt seit 30 Jahren eine Krise auf die andere. Jetzt werden etliche Bankenreformen diskutiert, um die Finanzmärkte krisensicherer zu machen. Dabei...

Persistent link: https://www.econbiz.de/10009743330

Asymmetric volatility spillover between crude oil and other asset markets

Guan, Bo; Mazouz, Khelifa; Xu, Yongdeng - 2023

This study uses the Multiplicative Error Model (MEM) to explore asymmetric volatility spillovers between crude oil and other major asset markets. We have extended the MEM of Engle et al. (2012) and ddd to include asymmetric volatility spillovers and developed the spillover balance as well as...

Persistent link: https://www.econbiz.de/10014433363

Finanzkrise: Der Reformeifer geht am Kern des Märkteproblems vorbei

Fricke, Thomas - In: Wirtschaftsdienst 93 (2013) 5, pp. 342-347

Persistent link: https://www.econbiz.de/10011307040

International capital flows, returns and world financial integration

Evans, Martin D. D.; Hnatkovska, Viktoria - In: Journal of international economics 92 (2014) 1, pp. 14-33

Persistent link: https://www.econbiz.de/10010438457

Il rischio finanziario: origine e strumenti derivati di gestione : tassi d'interesse, cambi, materie prime e titoli

Metelli, Fernando - 1995 - 1. ed

Persistent link: https://www.econbiz.de/10000922345

Anomalous Deal Return Capture : A Cross-Sectional Study of Three Hypothetical Global Merger Risk Arbitrage Portfolios 2000-2016

McCarron, Daniel - 2017

This paper examines the annual risks and returns of three disparate, hypothetical merger arbitrage portfolio strategies … December 2016 time period. Previously written and undoubtedly the most prominent literature into M&A and merger arbitrage … [Schleifer & Vishny ‘97], [Mitchell & Pulvino ‘01] and [Baker & Savasoglu ‘02] focus on the limits of pure arbitrage the creation …

Persistent link: https://www.econbiz.de/10012958921

Kapitalmarkttheorie und Aktienmarktanalyse

Peters, Hans-Walter - 1987

Persistent link: https://www.econbiz.de/10000709378

Kapitalmarkttheorie und Aktienmarktanalyse

Peters, Hans-Walter - 1987

Persistent link: https://www.econbiz.de/10012700067

Global risk premia on international investments

Oertmann, Peter - 1997

Persistent link: https://www.econbiz.de/10000958922

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