Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Emrah Sener"'
Publikováno v:
Annals of Operations Research. 260:23-49
Despite powerful advances in interest rate curve modeling for data-rich countries in the last 30 years, comparatively little attention has been paid to the key practical problem of estimation of the term structure of interest rates for emerging marke
Publikováno v:
International Journal of Finance & Banking Studies (2147-4486). 5:01-20
Emeklilik fonlar?, i) uzun vadeli yat?r?m perspektifine sahip olmas?, ii) finansal piyasalardaki oynakl??? uzun vadeye yayarak absorbe edebilmesi, ve iii) yat?r?mlar?n? hisse senedi ve altyap? fonlar? ile reel ekonomiye aktarmalar? sayesinde; finansa
Publikováno v:
International Journal of Finance & Economics. 20:178-189
The collapse of the recent housing price bubble precipitated the 2007–2008 financial crisis and caused international funding liquidity to dry up. We investigate how economic policies undertaken by the Federal Reserve and U.S. Treasury around the cr
Publikováno v:
Review of Financial Studies. 28(4):1103-1152
Due to copyright restrictions, the access to the full text of this article is only available via subscription. We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both dollars and euros to study capital markets fric
Publikováno v:
International Journal of Forecasting. 28:849-873
Due to copyright restrictions, the access to the full text of this article is only available via subscription. We introduce a ranking model and a complementary predictive ability test statistic to investigate the forecasting performances of different
Publikováno v:
The Manchester School. 78:114-134
We investigate several market-neutral trading strategies and find empirical evidence that market-neutral equity trading outperforms in 2008, the first full year of the global financial meltdown. In our experiments we use 14 distinct market-neutral tr
Due to copyright restrictions, the access to full text of this article is only available via subscription. This article investigates the source of predictability of emerging market (EM) local currency bond risk premia by using a dynamic factor approa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::567f0453afddc07732d2663ff3ecb604
http://www.tandfonline.com/doi/abs/10.1080/1540496X.2015.1011555
http://www.tandfonline.com/doi/abs/10.1080/1540496X.2015.1011555
Publikováno v:
SSRN Electronic Journal.
We use the relative pricing of pairs of emerging market (EM) sovereign bonds issued in both dollars and euros to study capital markets frictions during periods of financial distress. While there is no evidence of mispricing before 2007, during the 20
Publikováno v:
SSRN Electronic Journal.
The collapse of the recent housing price bubble precipitated the 2007-2008 financial crisis and caused international funding liquidity to dry up. We investigate how economic policies undertaken by the Federal Reserve and U.S. Treasury around the cris
Publikováno v:
SSRN Electronic Journal.
The Law of One Price suggests a simple arbitrage relationship that links prices of Treasury bonds when issued by the same issuer in different currency denominations. This relationship was widely violated during the 2007-2008 Financial Crisis. In this