Zobrazeno 1 - 10
of 34
pro vyhledávání: '"KROENCKE, TIM A."'
Publikováno v:
In Journal of Financial Economics November 2024 161
Autor:
Kroencke, Tim A.
Publikováno v:
In Journal of Monetary Economics October 2022 131:61-77
Publikováno v:
In Journal of Monetary Economics May 2021 120:21-39
Autor:
Kroencke, Tim A., Schindler, Felix
Publikováno v:
In Journal of International Money and Finance November 2012 31(7):1851-1866
Publikováno v:
Journal of Property Investment & Finance, 2010, Vol. 28, Issue 6, pp. 434-453.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/14635781011080294
We identify a component of monetary policy news that is extracted from high-frequency changes in risky asset prices. These surprises, which we call “risk shifts”, are uncorrelated, and therefore complementary, to risk-free rate surprises. We show
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ab5ef23d9f475219b84ea88d9c486af1
https://hdl.handle.net/10419/229430
https://hdl.handle.net/10419/229430
Autor:
Kroencke, Tim A.1, Schindler, Felix2,3, Steininger, Bertram I.3,4 bertram.steininger@rwth-aachen.de
Publikováno v:
Journal of Real Estate Finance & Economics. Apr2018, Vol. 56 Issue 3, p500-523. 24p. 5 Charts, 3 Graphs.
Autor:
KROENCKE, TIM A.
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Feb2017, Vol. 72 Issue 1, p47-98. 52p. 10 Charts, 5 Graphs.
Publikováno v:
Review of Finance. Aug2014, Vol. 18 Issue 5, p1847-1883. 37p.
Publikováno v:
CEPR Discussion Papers; Oct 2019, Following p1-56, 95p