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Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

This paper assesses whether the global fall in inflation expectations together with increased fear of recession, the economic mechanism that drives asset prices in a model with consumption habits, help to explain the downward trajectory in nominal government bond yields and the stock price...

Persistent link: https://www.econbiz.de/10013327990

How does the change in investor sentiment over time affect stock returns?

Ding, Cherng G.; Wang, Hung-jui; Lee, Meng-che; Hung, … - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 144-158

Persistent link: https://www.econbiz.de/10010402965

In short supply : short-sellers and stock returns

Beneish, M. D.; Lee, C. M. C.; Nichols, D. C. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 33-57

Persistent link: https://www.econbiz.de/10011438622

Connecting supply, short-sellers and stock returns : research challenges

Reed, Adam V. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 97-103

Persistent link: https://www.econbiz.de/10011438628

Modelling the Uruguayan debt through Gaussians models

Mordecki, Ernesto; Sosa, Andrés - In: Trends in mathematical economics : dialogues between …, (pp. 331-346). 2016

Persistent link: https://www.econbiz.de/10011800861

Discussion of delegated trade and the pricing of public and private information

Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109

Persistent link: https://www.econbiz.de/10011437512

Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

Estimation error in mean returns and the mean-variance efficient frontier

Simaan, Majeed; Simaan, Yusif E.; Tang, Yi - In: International review of economics & finance : IREF 56 (2018), pp. 109-124

Persistent link: https://www.econbiz.de/10012033674

Incomplete financial markets and jumps in asset prices

Crès, Hervé; Markeprand, Tobias; Tvede, Mich - In: Economic theory : official journal of the Society for … 62 (2016) 1/2, pp. 201-219

Persistent link: https://www.econbiz.de/10011554148

Multifactor consumption based asset pricing models using the US stock market as a reference : evidence from a panel of developed economies

Hunter, John; Wu, Feng - In: Economic modelling 36 (2014), pp. 557-565

Persistent link: https://www.econbiz.de/10010416359