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Natural rate chimera and bond pricing reality

Brand, Claus; Goy, Gavin; Lemke, Wolfgang - 2020

Incorporating arbitrage-free term-structure dynamics into a semi-structural macro-model, we jointly estimate the real …

Persistent link: https://www.econbiz.de/10012425011

Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

This paper assesses whether the global fall in inflation expectations together with increased fear of recession, the economic mechanism that drives asset prices in a model with consumption habits, help to explain the downward trajectory in nominal government bond yields and the stock price...

Persistent link: https://www.econbiz.de/10013327990

How does the change in investor sentiment over time affect stock returns?

Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158

Persistent link: https://www.econbiz.de/10010402965

In short supply : short-sellers and stock returns

Beneish, M. D.; Lee, C. M. C.; Nichols, D. C. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 33-57

Persistent link: https://www.econbiz.de/10011438622

Connecting supply, short-sellers and stock returns : research challenges

Reed, Adam V. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 97-103

Persistent link: https://www.econbiz.de/10011438628

Internationalization of Russian firms as institutional arbitrage : the case of Finland

Golikova, Viktorija V.; Karhunen, Päivi; Kosonen, Riitta - 2013

empirically elaborate the concept of institutional arbitrage (Gaur and Lu, 2007; Boisot and Meyer, 2008), which refers to the … arbitrage. In our case this is demonstrated by possibilities to establish in Finland businesses, which are targeted to Russian …

Persistent link: https://www.econbiz.de/10011517135