Similar Search Results - EconBiz

Testing distribution models for the Irish equity market

Cotter, John - In: The economic and social review 29 (1998) 4, pp. 369-382

Persistent link: https://www.econbiz.de/10001538423

Modelling catastrophic risk in international equity markets : an extreme value approach

Cotter, John - In: Applied financial economics letters 2 (2006) 1, pp. 13-17

Persistent link: https://www.econbiz.de/10003301507

Extreme value estimation of boom and crash statistics

Cotter, John - In: The European journal of finance 12 (2006) 6/7, pp. 553-566

Persistent link: https://www.econbiz.de/10003382846

Forecasting WTI crude oil futures returns : does the term structure help?

Bredin, Donal; O'Sullivan, Conall; Spencer, Simon - In: Energy economics 100 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012990233

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Hyde, Stuart - 2010

This paper investigates the sources of both foreign exchange rate and interest rate exposure of industry level portfolios in the G7, decomposing exposure into cash flow and discount rate effects. Initial examination of the degree of exposure on industry returns produces results consistent with...

Persistent link: https://www.econbiz.de/10013137338

Investigating Sources of Unanticipated Exposure in Industry Stock Returns

Bredin, Don - 2010

This paper investigates the sources of both foreign exchange rate and interest rate exposure of industry level portfolios in the G7, decomposing exposure into cash flow and discount rate effects. Initial examination of the degree of exposure on industry returns produces results consistent with...

Persistent link: https://www.econbiz.de/10013137580

International sentiment spillovers in equity returns

Bathia, Deven; Bredin, Donal; Nitzsche, Dirk - In: International journal of finance & economics : IJFE 21 (2016) 4, pp. 332-359

Persistent link: https://www.econbiz.de/10015179991

Investigating sources of unanticipated exposure in industry stock returns

Bredin, Donal; Hyde, Stuart - 2010

This paper investigates the sources of both foreign exchange rate and interest rate exposure of industry level portfolios in the G7, decomposing exposure into cash flow and discount rate effects. Initial examination of the degree of exposure on industry returns produces results consistent with...

Persistent link: https://www.econbiz.de/10008990698

Investigating sources of unanticipated exposure in industry stock returns

Bredin, Donal; Hyde, Stuart - In: Journal of banking & finance 35 (2011) 5, pp. 1128-1142

Persistent link: https://www.econbiz.de/10009245251

An examination of investor sentiment effect on G7 stock market returns

Bathia, Deven; Bredin, Donal - In: The European journal of finance 19 (2013) 9/10, pp. 909-937

Persistent link: https://www.econbiz.de/10010245651

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