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Price transmission, foreign exchange rate risks and global diversification of ADRs

Wang, Alan Tse-shih; Li, Ming-yuan Leon; Chen, Ti-chen - In: Applied economics 42 (2010) 13/15, pp. 1811-1823

Persistent link: https://www.econbiz.de/10008737217

Volatility spillovers, asymmetry and extreme events in securitized real estate returns

Hoesli, Martin; Reka, Kustrim - 2010

This paper analyzes the relationships between local and global securitized real estate markets, but also between securitized real estate and common stock markets. First, the volatility transmissions across markets are examined using an asymmetric t-BEKK (Baba-Engle-Kraft-Kroner) specification of...

Persistent link: https://www.econbiz.de/10008797759

Demographic forecasting stock market and housing trends in Japan and the United States over the past 50 years and a forecast for the next 20 years

Zeisberger, Claudia; Munro, David - 2010

Persistent link: https://www.econbiz.de/10008798198

Cross-currency equity swaps in the BGM model

Wu, Ting-pin; Chen, Son-nan - In: The journal of derivatives : the official publication … 15 (2007) 2, pp. 60-76

Persistent link: https://www.econbiz.de/10003673317

Real option based equity valuation models : an empirical analysis

Richardson, A. William; Roubi, Raafat R.; Herath, … - In: Advances in quantitative analysis of finance and … 4 (2006), pp. 1-35

Persistent link: https://www.econbiz.de/10003430891

Fending off hostility

Shegog, Andrew - In: Euromoney (1987), pp. 101-102

Persistent link: https://www.econbiz.de/10003679602

Baby boomers ́effect on equity prices : a tsunami or a tempest in a tea pot?

Moore, Keith M.; Tomic, Igor M. - In: Review of business : interdisciplinary journal on risk … 28 (2007/08) 1, pp. 65-72

Persistent link: https://www.econbiz.de/10003709896

Interest rate and bank stock returns asymmetry : evidence from US banks

Verma, Priti; Jackson, Dave O. - In: Journal of economics and finance 32 (2008) 2, pp. 105-118

Persistent link: https://www.econbiz.de/10003710683

Household ownership of variable annuities

Brown, Jeffrey R.; Poterba, James M. - In: Tax policy and the economy 20 (2006), pp. 163-191

Persistent link: https://www.econbiz.de/10003383455

Three essays in corporate finance

Paeglis, Imants - 2002

Persistent link: https://www.econbiz.de/10003384721

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