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Volatility spillovers, asymmetry and extreme events in securitized real estate returns
Hoesli, Martin; Reka, Kustrim - 2010
structural changes in the tail dependences. We use data for the U.S., the U.K. and Australia for the period 1990-2010 as a basis …
Persistent link: https://www.econbiz.de/10008797759
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Tax competition for international portfolio capital among emerging markets : an approach considering the substitutability of risky assets
Reichl, Bettina - 1998
As in the case with perfect foresight, under conditions of uncertainty investors respond to changes in the assets' relative returns. An increase in the expected return of one asset here typically (if both assets are not perfectly correlated) induces a shift, but not a plunge toward that asset....
Persistent link: https://www.econbiz.de/10011417023
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On the gains to international trade in risky financial assets
Davis, Steven J.; Nalewaik, Jeremy; Willen, Paul - 2000
Persistent link: https://www.econbiz.de/10001493044
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On the Gains to International Trade in Risky Financial Assets
Davis, Steven J. - 2000
delivers closed-form analytic solutions for consumption, portfolio allocations, asset prices and the gains to trade. We find …
Persistent link: https://www.econbiz.de/10012470954
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On the Design of Sovereign Bond-Backed Securities
Barucci, Emilio - 2019
We analyze Sovereign Bond-Backed Securities, concentrating our attention on the return of the different tranches and on …
Persistent link: https://www.econbiz.de/10012858438
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Ethics and economics in the world of globalized finance
Triulzi, Umberto - In: Management : journal of contemporary management issues 25 (2020), pp. 95-112
Persistent link: https://www.econbiz.de/10012421949
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On the Gains to International Trade in Risky Financial Assets
Davis, Steven J. - 2001
delivers closed-form analytic solutions for consumption, portfolio allocations, asset prices and the gains to trade. We find …
Persistent link: https://www.econbiz.de/10012788068
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The London Stock Exchange 1869-1929 : new bloody statistics for old?
Hannah, Leslie - 2017
Persistent link: https://www.econbiz.de/10011738003
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Macroeconomic Risk Factors and the Role of Mis-Priced Credit in the Returns from International Real Estate Securities
Pavlov, Andrey D.; Steiner, Eva; Wachter, Susan M. - 2023
real estate securities. In addition, we study how mispricing of credit in the local banking systems is related to the … returns from these securities. We analyse a global sample of real estate securities over the period 1999 to 2011 to test our … international real estate securities. Our evidence also supports the expected link between local credit market conditions and the …
Persistent link: https://www.econbiz.de/10014257184