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Accounting for Low Frequency Variation in Tobin's q
Obreja, Iulian; Telmer, Chris - Society for Economic Dynamics - SED - 2008
value of its physical capital.
Persistent link: https://www.econbiz.de/10011081137
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Price Dispersion: The Role of Distance, Borders and Location
Crucini, Mario; Telmer, Chris; Zachariadis, Marios - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10004970318
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Current Account Fact and Fiction
Backus, David; Henriksen, Espen; Lambert, Frederic; … - Society for Economic Dynamics - SED - 2005
Persistent link: https://www.econbiz.de/10005051391
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Monetary Policy and the Uncovered Interest Rate Parity Puzzle
Zin, Stanley E.; Telmer, Chris; Backus, David K. - Society for Economic Dynamics - SED - 2008
that central banks incur for implementing Taylor rule type policies.
Persistent link: https://www.econbiz.de/10011081131
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Book-to-market equity, financial leverage, and the cross-section of stock returns
Obreja, Iulian - In: The review of financial studies 26 (2013) 5, pp. 1146-1189
Persistent link: https://www.econbiz.de/10009752190
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The pricing of risk in European credit and corporate bond markets
Berndt, Antje; Obreja, Iulian - 2007
This paper investigates the determinants of the default risk premia embedded in the European credit default swap spreads. Using a modified version of the intertemporal capital asset pricing model, we show that default risk premia represent compensation for bearing exposure to systematic risk and...
Persistent link: https://www.econbiz.de/10011604851
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Decomposing European CDS returns
Berndt, Antje; Obreja, Iulian - In: Review of finance : journal of the European Finance … 14 (2010) 2, pp. 189-233
Persistent link: https://www.econbiz.de/10003989544
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The pricing of risk in European credit and corporate bond markets
Berndt, Antje (contributor); Obreja, Iulian (contributor) - 2007
This paper investigates the determinants of the default risk premia embedded in the European credit default swap spreads. Using a modified version of the intertemporal capital asset pricing model, we show that default risk premia represent compensation for bearing exposure to systematic risk and...
Persistent link: https://www.econbiz.de/10003516709
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Strategic Behavior in Capital Markets and Asset Prices
Obreja, Iulian - 2011
In this paper we study the impact of the degree of concentration of a financial system on the aggregate demand for housing as well as the feedback effect of the size of the mortgage loan market on lenders' profits, internal capital accumulation, loan losses and potential bailouts. In a general...
Persistent link: https://www.econbiz.de/10013128360
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Strategic Behavior in Capital Markets and Asset Prices
Obreja, Iulian - 2010
In this paper we study the impact of the degree of concentration of a financial system on the aggregate demand for housing as well as the feedback effect of the size of the mortgage loan market on lenders' profits, internal capital accumulation, loan losses and potential bailouts. In a general...
Persistent link: https://www.econbiz.de/10013136441