Showing 1 - 10 of 13,091
Persistent link: https://www.econbiz.de/10003285703
Persistent link: https://www.econbiz.de/10002933533
economic theory. Nevertheless, as the increasingly exquisite and detailed financial data demonstrate, financial markets often …
Persistent link: https://www.econbiz.de/10002645246
Persistent link: https://www.econbiz.de/10012200715
Persistent link: https://www.econbiz.de/10001448328
This thesis consists of three separate papers. The first paper, “International Diversification and the Forward Premium” reproduces the slope of the uncovered interest rate parity (UIP) regression for ten country pairs within one standard deviation under rational expectations. We propose an...
Persistent link: https://www.econbiz.de/10009704376
and on the financial industry. Based on the event study methodology and the estimation of a rolling beta factor (CAPM …
Persistent link: https://www.econbiz.de/10010346294
Persistent link: https://www.econbiz.de/10000856419
Persistent link: https://www.econbiz.de/10010515595
Persistent link: https://www.econbiz.de/10000968945