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a heteroskedasticity-based estimation technique. The results indicate that increases in what we call the "war risk …
Persistent link: https://www.econbiz.de/10001759421
Persistent link: https://www.econbiz.de/10001749859
correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …
Persistent link: https://www.econbiz.de/10012763467
This paper measures the effects of the risk of war on nine U.S. financial variables using a heteroskedasticity …-based estimation technique. The results indicate that increases in the risk of war cause declines in Treasury yields and equity prices …, a widening of lower-grade corporate spreads, a fall in the dollar, and a rise in oil prices. This war risk factor …
Persistent link: https://www.econbiz.de/10013210541
This paper measures the effects of the risk of war on nine U.S. financial variables using a heteroskedasticity …-based estimation technique. The results indicate that increases in the risk of war cause declines in Treasury yields and equity prices …, a widening of lower-grade corporate spreads, a fall in the dollar, and a rise in oil prices. This war risk factor …
Persistent link: https://www.econbiz.de/10012469089
Persistent link: https://www.econbiz.de/10011916374
Persistent link: https://www.econbiz.de/10011740671
Persistent link: https://www.econbiz.de/10012430799
correlations with developed countries' equity markets significantly reduces the unconditional portfolio risk of a world investor …
Persistent link: https://www.econbiz.de/10012474313
This paper measures the effects of the risk of war on nine U.S. financial variables using a heteroskedasticity …-based estimation technique. The results indicate that increases in the risk of war cause declines in Treasury yields and equity prices …, a widening of lower-grade corporate spreads, a fall in the dollar, and a rise in oil prices. This "war risk factor …
Persistent link: https://www.econbiz.de/10014031080