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Explaining foreign holdings of Asia's debt securities : the Feldstein-Horioka paradox revisited
Horioka, Charles; Terada Hagiwara, Akiko; Nomoto, Takaaki - 2015
In this paper, we find that home bias is still present in all economies and regions, especially in the case of short-term debt securities, but that there are substantial variations among economies and regions in the strength of home bias, with the Eurozone economies, the US, and developing Asia...
Persistent link: https://www.econbiz.de/10011379708
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Explaining foreign holdings of Asia’s debt securities
Horioka, Charles; Nomoto, Takaaki; Terada Hagiwara, Akiko - 2014
securities appears to be driven by relatively stable exchange rates and the higher risk-adjusted returns on the debt securities …
Persistent link: https://www.econbiz.de/10010336962
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Explaining foreign holdings of Asia's debt securities : the Feldstein-Horioka paradox revisited
Horioka, Charles; Terada Hagiwara, Akiko; Nomoto, Takaaki - 2015
Persistent link: https://www.econbiz.de/10011420463
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The pricing of sentiment risk in European stock markets
Keiber, Karl Ludwig; Samyschew, Helene - 2016
This paper studies whether sentiment is rewarded with a significant risk premium on the European stock markets. We … model in order to track the variation of the sentiment risk premium over time. The results demonstrate a positive … calculated sentiment risk premium is significant as well but of a negative sign implying that an investment in EA-11 countries …
Persistent link: https://www.econbiz.de/10011491776
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Risk-return trade-off for European stock markets
Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - 2013
Persistent link: https://www.econbiz.de/10010190893
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What drives private equity fund performance?
Phalippou, Ludovic (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003228465
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico - 2003
Persistent link: https://www.econbiz.de/10013430520
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The determinants of sovereign risk premiums in the UK and the European government bond market : the impact of Brexit
Kadiric, Samir - 2020
Persistent link: https://www.econbiz.de/10012244831
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Risk factors of European non-listed real estate fund returns
Delfim, Jean-Christophe; Hoesli, Martin - 2016
This research contributes to a better assessment of risk factors impacting non-listed real estate fund returns. Both … macroeconomic risk factors although our analyses suggest that non-listed real estate is more akin to direct real estate than it is …
Persistent link: https://www.econbiz.de/10011514250
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The natural rate of interest: estimates, drivers, and challenges to monetary policy
Brand, Claus; Bielecki, Marcin; Penalver, Adrian - 2019
Persistent link: https://www.econbiz.de/10012018859