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The rise in comovement across national stock markets: market integration or IT bubble?

Brooks, Robin; Del Negro, Marco - 2002

than diversifying across industries in terms of risk reduction. But with the rise in comovement across national stock … still be effective in reducing portfolio risk. …

Persistent link: https://www.econbiz.de/10010397647

Bubbles in experimental asset markets: Irrational exuberance no more

Ackert, Lucy F.; Church, Bryan K.; Deaves, Richard - 2002

The robustness of bubbles and crashes in markets for finitely lived assets is perplexing. This paper reports the results of experimental asset markets in which participants trade two assets. In some markets, price bubbles form. In these markets, traders will pay even higher prices for the asset...

Persistent link: https://www.econbiz.de/10010397668

Risk sharing in an asymmetric environment

Fesselmeyer, Eric; Mirman, Leonard J.; Santugini, Marc - In: International review of economics & finance : IREF 34 (2014), pp. 1-8

Persistent link: https://www.econbiz.de/10010532713

Objectives and challenges of macroprudential policy

Duncan, Alfred; Nolan, Charles - 2015

Persistent link: https://www.econbiz.de/10011374654

Constructing conviction through action and narrative : how money managers manage uncertainty and the consequence for financial market functioning

Chong, Kimberly; Tuckett, David - In: Socio-economic review 13 (2015) 2, pp. 309-330

Persistent link: https://www.econbiz.de/10011345045

Regime switches in the risk-return trade-off

Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013

This paper deals with the estimation of the risk-return trade-off. We use a MIDAS model for the conditional variance … and allow for possible switches in the risk-return relation through a Markov-switching specification. We find strong … evidence for regime changes in the risk-return relation. This finding is robust to a large range of specifications. In the …

Persistent link: https://www.econbiz.de/10010225468

Rola polityki informacyjnej spółek kapitałowych w prawidłowym funkcjonowaniu relacji inwestorskich

Łukasik, Gabriela - In: Annales Universitatis Mariae Curie-Skłodowska / H 47 (2013) 3, pp. 389-400

Persistent link: https://www.econbiz.de/10010374724

What drives the premium labour model, beta instability risk or human capital? : evidence for the UK

Soufian, Mona; McMillan, David G.; Horsburgh, Stuart - In: Managerial finance 39 (2013) 12, pp. 1188-1200

Persistent link: https://www.econbiz.de/10010197615

The German bank restructuring act : an economic perspective

Müller, Camillo von - 2012

important banks (SIBs). Its purpose is to examine consequences that follow for risk choices of SIBs, as well as for Germany … to offset risk reductions achieved on the micro level. …

Persistent link: https://www.econbiz.de/10009788241

Underlying asset liguidity, heterogeneously informed investors, and REITs excess return

Lu, Chia-wu; Chen, Tsung-kang; Liao, Hsien-hsing - In: Managerial finance 40 (2014) 1, pp. 72-96

Persistent link: https://www.econbiz.de/10010252087