Narrow search
Showing 1 - 10 of 35,471
Cover Image
The ins and outs of LSAPs
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Global dimensions of unconventional monetary policy : a …, (pp. 57-111). 2014
Persistent link: https://www.econbiz.de/10011301095
Cover Image
Interrelation between credit and equity markets pre- and amid the financial crisis of 2008
Trutwein, Patrick Alfred - 2010
Persistent link: https://www.econbiz.de/10008991731
Cover Image
Asset pricing bricks
Müller, Marcel - 2020
Persistent link: https://www.econbiz.de/10012263653
Cover Image
Managing the risks of corporate bond portfolios : new evidence in the light of the sub‐prime crisis
Barone-Adesi, Giovanni; Carcano, Nicola; Dall'O, Hakim - 2012
We consider modeling errors in the hedging of a portfolio composed from BBB-rated bonds. By doing this, we open a new … value of indexlinked credit derivatives is very limited: hedging portfolios including only T-bond futures can reduce the …, in times of extraordinary volatility such as the years 2008 and 2009 - T-bond futures would have been insufficient to …
Persistent link: https://www.econbiz.de/10009558422
Cover Image
The financial economics of sovereign asset value : functional perspectives and market outcomes ; conference paper
Posch, Peter N.; Bowden, Roger J.; Kalteier, Eva-Maria - 2014
The asset value of government has traditionally been seen as the accounting value of public assets. We develop a detailed financial economics view on sovereign asset values using market measures to arrive at implied sovereign asset values. We establish definition and dependencies within the...
Persistent link: https://www.econbiz.de/10010486036
Cover Image
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Trotz jahrzehntelanger Forschung zur Gültigkeit der Hypothese informationseffizienter Kapitalmärkte (EMH) sind wesentliche damit verbundene Fragestellungen noch immer ungeklärt. Eine ist diejenige nach der Existenz und der Erklärung von zeitvariablen Überrenditen ("Time Varying Excess...
Persistent link: https://www.econbiz.de/10011402080
Cover Image
Erklärung von "Mean Reversion" auf internationalen Aktienmärkten
Tolksdorf, Norbert - 2002
Persistent link: https://www.econbiz.de/10001671445
Cover Image
Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2013
Across numerous asset classes, momentum strategies have historically generated high Sharpe ratios and strong positive alphas relative to standard asset pricing models. However, the returns to momentum strategies are negatively skewed: they experience infrequent but strong and persistent strings...
Persistent link: https://www.econbiz.de/10010257503
Cover Image
Momentum crashes
Daniel, Kent; Moskowitz, Tobias J. - 2014
Persistent link: https://www.econbiz.de/10010413176
Cover Image
Diversification role of currency momentum for carry trade : evidence from financial crises
Yamani, Ehab - In: Journal of multinational financial management 49 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012314313