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Explaining the increased German credit spread : the role of supply factors

Brown, Alessio J. G.; Žarnic, Žiga - 2003

Persistent link: https://www.econbiz.de/10002047985

Explaining the increased German credit spread : the role of supply factors

Brown, Alessio J. G.; Žarnić, Žiga - 2003

volatility of the credit spread and on the other hand on possible influences of structural demand and supply effects. Our …. We provide evidence on a significant impact of supply effects on the credit spread. Our in-sample forecasts trace the …

Persistent link: https://www.econbiz.de/10010485421

The equity premium and the business cycles : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - 2009

Persistent link: https://www.econbiz.de/10003830175

Supply, demand, and risk premiums in electricity markets

Jacobs, Kris; Li, Yu; Pirrong, Craig - In: Journal of banking & finance 135 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013401940

The value premium and uncertainty : an approach by support vector regression algorithm

Khoa Bui Thanh; Tran Trong Huynh - In: Cogent economics & finance 11 (2023) 1, pp. 1-15

crises. This study aimed to build the uncertainty index and control it in the regression analysis model to solve the …

Persistent link: https://www.econbiz.de/10014500739

Revisiting risky money

Nesmith, Travis D. - 2024

Persistent link: https://www.econbiz.de/10015136042

Financial uncertainty with ambiguity and learning

Liu, Hening; Zhang, Yuzhao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2120-2140

Persistent link: https://www.econbiz.de/10013262914

Economic uncertainty, disagreement, and credit markets

Buraschi, Andrea; Trojani, Fabio; Vedolin, Andrea - In: Management science : journal of the Institute for … 60 (2014) 5, pp. 1281-1296

Persistent link: https://www.econbiz.de/10010369813

Have investors been looking for exposure to specific countries since the global financial crisis? : insights from the Swiss franc bond market

Nitschka, Thomas - 2014

disappear when controlling for measures of uncertainty such as stock price volatility. Swiss bond prices rose when stock market … volatility was high thus offering insurance in times of uncertainty. …

Persistent link: https://www.econbiz.de/10010495182

Modelling events : the short-term economic impact of leaving the EU

Baker, Jessica; Carreras, Oriol; Kirby, Simon; Meaning, Jack - 2016

Persistent link: https://www.econbiz.de/10011539085