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David, Joel M.; Simonovska, Ina - 2015

Persistent link: https://www.econbiz.de/10011336546

Volatility in EMU sovereign bond yields : permanent and transitory components

Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - In: Applied financial economics 22 (2012) 16/18, pp. 1453-1464

Persistent link: https://www.econbiz.de/10009626055

Dynamic equilibrium with two stocks, heterogeneous investors, and portfolio constraints

Chabakauri, Georgy - In: The review of financial studies 26 (2013) 12, pp. 3104-3141

Persistent link: https://www.econbiz.de/10010237370

Carbon emissions trading : what it means for individual investors

Martinez, Valeria - In: International financial markets, (pp. 165-178). 2013

Persistent link: https://www.econbiz.de/10010204754

Volatility in EMU sovereign bond yields : permanent and transitory components

Sosvilla-Rivero, Simón; Morales Zumaquero, Amalia - 2011

Persistent link: https://www.econbiz.de/10009684363

The application of multivariate GARCH models to turbulent financial markets

Zahnd, Edy - 2002 - Als Ms. gedr.

Persistent link: https://www.econbiz.de/10001659873

Oil and stock returns : evidence from European industrial sector indices in a time-varying environment

Degiannakisa, Stavros; Filis, George; Floros, Christos - In: Journal of international financial markets, … 26 (2013), pp. 175-191

Persistent link: https://www.econbiz.de/10010234924

David, Joel - 2015

information-based model demonstrates that the correlation of beliefs implied by analyst forecasts leads to return correlations … broadly in line with the data, both in levels and across countries - the correlation between predicted and actual is 0.63. Our … findings have implications for market-wide volatility - the model-implied correlations alone can explain 44% of the cross …

Persistent link: https://www.econbiz.de/10013017087

Levered Returns

Welch, Ivo - 2016

Do financial markets properly reflect leverage? Unlike Gomes and Schmid (2010) who examine this question with a structural approach (using long-term monthly stock characteristics), my paper examines it with a quasi-experimental approach (using short-term a discrete event). After a firm has...

Persistent link: https://www.econbiz.de/10012994892

Impact of innovations in Indian and US stock markets on frontier markets of Africa, Middle East and South Asia

Khandelwal, Risha; Jithendranathan, Thadavillil; Singh, … - In: Finance India : the quarterly journal of Indian … 34 (2020) 2, pp. 469-484

Persistent link: https://www.econbiz.de/10012669888