Similar Search Results

Return Seasonalities in Government Bonds and Macroeconomic Risk

Mikutowski, Mateusz - 2019

risk premia may accrue unevenly during the calendar year, and the pattern may be transferred to government bond prices. We … for the predicted component, linking the sources of the phenomenon with macroeconomic risk factors …

Persistent link: https://www.econbiz.de/10012893030

The Impact of Foreign and Country-Specific Economic Policy Uncertainty on the Local Momentum Effect

Xavier, Gustavo - 2019

This paper analyzes whether country-specific or foreign Economic Policy Uncertainty (EPU) can explain time-series variation in momentum returns in some international stock markets. First, we empirically tested three EPU index series on the return of Long-Short portfolios of momentum-based...

Persistent link: https://www.econbiz.de/10012899184

Impact of US monetary policy uncertainty on Asian exchange rates

Park, Donghyun; Aleem, Irfan; Tian, Shu; Villaruel, Mai Lin - In: Economic change & restructuring 55 (2022) 1, pp. 73-82

Persistent link: https://www.econbiz.de/10012817325

Trade policy uncertainty and its impact on the stock market : evidence from China-US trade conflict

He, Feng; Lucey, Brian M.; Wang, Ziwei - In: Finance research letters 40 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012819945

Economic policy uncertainty, oil price shocks and corporate investment : Evidence from the oil industry

Ilyas, Muhammad; Khan, Aamir; Nadeem, Muhammad; … - In: Energy economics 97 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012820780

Labor Unemployment Risk and CEO Incentive Compensation

Ellul, Andrew - 2017

We investigate the impact of workers' exposure to unemployment risk on CEO incentive compensation. Exploiting state … insurance benefits become more generous boards increase the convex payoff structure of CEO pay to encourage risk-taking. The …

Persistent link: https://www.econbiz.de/10012971766