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Futures trading volume as a determinant of prices in different momentum phases
Hodgson, Allan; Masih, Abdul Mansur M.; Masih, Rumi - In: International review of financial analysis 15 (2006) 1, pp. 68-85
Persistent link: https://www.econbiz.de/10003286081
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The impact of introduction of QFIIs trading on the lead and volatility behavior : evidence for Taiwan index futures market
Kuo, Wen-Hsiu; Chan, Shih-Ju - In: Review of Pacific Basin financial markets and policies 9 (2006) 1, pp. 25-49
Persistent link: https://www.econbiz.de/10003312654
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Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) : eine simulationsgestützte Analyse
Gann, Philipp - 2009
Gegenstand der vorliegenden Arbeit ist die Analyse des Einflusses der Faktoren Konjunkturerwartung, Risikoaversion des Kapitalmarktes und Liquidität auf die Marktwerte von Collateralized Debt Obligations (CDOs) verschiedener Seniorität. Es wird gezeigt, dass die Marktwerte von CDOs wesentlich...
Persistent link: https://www.econbiz.de/10003861125
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Macroeconomic uncertainty and credit default swap spreads
Baum, Christopher F.; Wan, Chi - 2009
Persistent link: https://www.econbiz.de/10003894839
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Asset price and monetary policy : some skeptical observations
Gerlach, Stefan - In: The quest for stability : the macro view, (pp. 45-59). 2010
Persistent link: https://www.econbiz.de/10003995502
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Credit derivatives, macro risks, and systemic risks
Weithers, Timothy M. - In: Economic review 92 (2007) 4, pp. 43-69
Persistent link: https://www.econbiz.de/10003702377
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Macroeconomic uncertainty and credit default swap spreads
Baum, Christopher F.; Wan, Chi - In: Applied financial economics 20 (2010) 13/15, pp. 1163-1171
Persistent link: https://www.econbiz.de/10009010296
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Taking stock of commodity derivatives and their impact on the Indian economy
Shunmugam, V.; Dey, Debojyoti - In: International journal of economics and management … 1 (2011) 1, pp. 8-16
Persistent link: https://www.econbiz.de/10009503537
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Asset managers, eurodollars and unconventional monetary policy
Kreicher, Lawrence; McCauley, Robert N. - 2016
Persistent link: https://www.econbiz.de/10011535688
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The impact of macroeconomic announcements in the Brazilian futures markets
Santos, Francisco; Garcia, Márcio Gomes Pinto; … - 2014
The estimation of the impact of macroeconomic announcements in the Brazilian futures markets is used to uncover the relationship between macroeconomic fundamentals and asset prices. Using intraday data from October 2008 to January 2011, we find that external macroeconomic announcements dominate...
Persistent link: https://www.econbiz.de/10010402125