Narrow search
Showing 1 - 10 of 331,923
Cover Image
An international analysis of earnings, stock prices and bond yields
Durré, Alain; Giot, Pierre - 2005
This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long … framework, our analysis looks at three hypotheses. First, is there a long-term contemporaneous relationship between earnings …-run relationship or does the latter only involve stock prices and earnings? We also study the short-term impact of changes in long …
Persistent link: https://www.econbiz.de/10011506595
Cover Image
An international analysis of earnings, stock prices and bond yields
Durré, Alain; Giot, Pierre - 2005
This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long … framework, our analysis looks at three hypotheses. First, is there a long-term contemporaneous relationship between earnings …-run relationship or does the latter only involve stock prices and earnings? We also study the short-term impact of changes in long …
Persistent link: https://www.econbiz.de/10011625578
Cover Image
An international analysis of earnings, stock prices and bond yields
Durré, Alain; Giot, Pierre - Nationale Bank van België/Banque national de Belqique (BNB) - 2005
This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long … framework, our analysis looks at three hypotheses. First, is there a long-term contemporaneous relationship between earnings …-run relationship or does the latter only involve stock prices and earnings? We also study the short-term impact of changes in long …
Persistent link: https://www.econbiz.de/10005060079
Cover Image
An International Analysis of Earnings, Stock Prices and Bond Yields
Durré, Alain - 2010
This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long … framework, our analysis looks at three hypotheses. First, is there a long-term contemporaneous relationship between earnings …-run relationship or does the latter only involve stock prices and earnings? We also study the short-term impact of changes in long …
Persistent link: https://www.econbiz.de/10013137217
Cover Image
An international analysis of earnings, stock prices and bond yields
Durré, Alain; Giot, Pierre - 2005
Persistent link: https://www.econbiz.de/10003071445
Cover Image
An international analysis of earnings, stock prices and bond yields
Durré, Alain; Giot, Pierre - European Central Bank - 2005
This paper assesses the possible contemporaneous relationship between stock index prices, earnings and long … framework, our analysis looks at three hypotheses. First, is there a long-term contemporaneous relationship between earnings …-run relationship or does the latter only involve stock prices and earnings? We also study the short-term impact of changes in long …
Persistent link: https://www.econbiz.de/10005816225
Cover Image
Spot variance path estimation and its application to high frequency jump testing
Bos, Charles S.; Janus, Paweł; Koopman, Siem Jan - 2009
This paper considers spot variance path estimation from datasets of intraday high frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used...
Persistent link: https://www.econbiz.de/10011379469
Cover Image
Symmetric oil price shocks and government expenditure-real exchange rate nexus : ARDL and SVAR models for an oil-based economy, 1970-2018
Algaeed, Abdulaziz Hamad - In: Cogent economics & finance 8 (2020) 1, pp. 1-18
Historically, oil has been the main source of earnings in the Saudi Arabian economy. Different from other symmetric oil … directional map of causality is as follows: symmetric oil price shocks impact the total earnings of the Saudi government and hence … should consider oil price fluctuations as a source of disturbance to government earnings. Solutions could be carried out by …
Persistent link: https://www.econbiz.de/10012482836
Cover Image
Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data
Wilfling, Bernd; Trede, Mark - 2004
Recently various exchange rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. Technically, these stochastic equilibrium models are diffusion processes which have to be estimated by discretely...
Persistent link: https://www.econbiz.de/10010295399
Cover Image
Estimating exchange rate dynamics with diffusion processes : an application to Greek EMU data
Trede, Mark; Wilfling, Bernd - 2004
Recently various exchange rate models capturing the dynamics during the transition from an exchange rate arrangement of floating rates into a currency union have been derived. Technically, these stochastic equilibrium models are diffusion processes which have to be estimated by discretely...
Persistent link: https://www.econbiz.de/10009349862