Similar Search Results - EconBiz

Political markets as equity price factors

Auld, Tom - 2022

Persistent link: https://www.econbiz.de/10013486116

Stock returns volatility and uncertain inflation : international evidence

Najand, Mohammad - 1987

Persistent link: https://www.econbiz.de/10000829355

Risk premia and financial modelling without measure transformation

Platen, Eckhard - 2000

Persistent link: https://www.econbiz.de/10001555317

The Forward Premium Puzzle in a Two-Country World

Martin, Ian - 2011

I explore the behavior of asset prices and the exchange rate in a two-country world. When the large country has bad news, the relative price of the small country's output declines. As a result, the small country's bonds are risky, and uncovered interest parity fails, with positive excess returns...

Persistent link: https://www.econbiz.de/10013118842

Climate change financial risks : implications for asset pricing and interest rates

Karydas, Christos; Xepapadeas, Anastasios - In: Journal of financial stability 63 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10014371924

The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts

Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293

Persistent link: https://www.econbiz.de/10009489609

On monetary policy and stock market anomalies

Kontonikas, Alexandros; Kostakis, Alexandros - In: Journal of business finance & accounting : JBFA 40 (2013) 7/8, pp. 1009-1042

Persistent link: https://www.econbiz.de/10010205968

Interest rate, size and book-to-market effects in Australian financial firms

Akhtaruzzaman, Md.; Docherty, Paul; Shamsuddin, Abul - In: Applied economics 46 (2014) 25/27, pp. 3005-3020

Persistent link: https://www.econbiz.de/10010418172

Rare disasters and exchange rates

Farhi, Emmanuel; Gabaix, Xavier - 2015

Persistent link: https://www.econbiz.de/10010482974

Margin loans and stock market bubbles : an analytical models and empirical tests of selected results

Ricke, Markus - 2006

Persistent link: https://www.econbiz.de/10003348576

A service of the