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Neue EU-Richtlinien für die Effektivzinsberechnung : eine kritische Betrachtung
Renger, Klaus - In: Kapitalmarkt, Unternehmen und Information : Wertanalyse …, (pp. 155-174). 2005
Persistent link: https://www.econbiz.de/10003031715
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The time-varying relation between stock returns and monetary variables
McMillan, David G. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17
shifting the pattern of behaviour. We show a change in the correlation between each of the three variables with stock returns …. Notably, a predominantly negative correlation with bond yields and inflation becomes positive, while the opposite is true for …
Persistent link: https://www.econbiz.de/10012813273
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Empirical evidence on the stock-bond correlation
Molenaar, Roderick; Sénéchal, Edouard; Swinkels, Laurens - In: Financial analysts journal : FAJ 80 (2024) 3, pp. 17-36
Persistent link: https://www.econbiz.de/10015050469
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Asymmetric dynamic conditional copula correlation and fundamental determinants of interest rate comovement
Gupta, Priyanshi; Sehgal, Sanjay - In: Journal of economic integration : jei 34 (2019) 4, pp. 667-704
Persistent link: https://www.econbiz.de/10012137329
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Co-movements and correlations across Asian securitized real estate and stock markets
Liow, Kim Hiang - In: Real estate economics : journal of the American Real … 40 (2012) 1, pp. 97-129
Persistent link: https://www.econbiz.de/10009522916
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The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence
Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595
Persistent link: https://www.econbiz.de/10009750329
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Co-Movements and Correlations Across Asian Securitized Real Estate and Stock Markets
Liow, Kim Hiang - 2010
-global financial crisis period to the crisis period. However real estate and stock volatility are more important than correlation in …
Persistent link: https://www.econbiz.de/10013136248
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2013
In pricing real estate with indifference pricing approach, market incompleteness is shown to significantly alter the conventional pricing relationships between real estate and financial asset. Specifically, we focus on the pricing implication of market comovement because comovement tends to be...
Persistent link: https://www.econbiz.de/10013084932
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The Relationships between Real Estate Price and Expected Financial Asset Risk and Return : Theory and Empirical Evidence
Fan, Gang-Zhi - 2017
In pricing real estate with indifference pricing approach, market incompleteness significantly distorts the conventional pricing relationships between real estate and financial asset. In this paper, we focus on the pricing implication of market comovement because comovement tends to be stronger...
Persistent link: https://www.econbiz.de/10012976810
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Housing price dynamics : the impact of stock market sentiment and the spillover effect
Zheng, Yao; Osmer, Eric - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 854-867
Persistent link: https://www.econbiz.de/10012655714