Zobrazeno 1 - 10
of 121
pro vyhledávání: '"fed model"'
Autor:
Kyo-Beum Lee, Ibrahim Mohd Alsofyani
Publikováno v:
Journal of Power Electronics. 22:22-30
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5b70afacb6379f92a2df070e00ef7f22
https://doi.org/10.1007/s43236-021-00330-9
https://doi.org/10.1007/s43236-021-00330-9
Autor:
Taani, Ali
It has been proposed multiple times to use the neutron star (NS) in high-mass X-ray binaries (HMXBs) as an orbiting X-ray probe embedded in the wind-fed of its supergiant (SG) companion in order to constrain the stellar line-driven wind from the SG.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1aa9b7bf14ba72eda99207604c266e1a
Autor:
Fabien Mercier
Publikováno v:
Journal of Banking and Financial Economics, Vol 2015, Iss 1(3), Pp 24-49 (2015)
Investors do arbitrage between bonds and stocks. The so-called “Fed model” asserts that comparing the level of the earnings yields of stocks to the nominal government bond yields is relevant when assessing the relative values of the two asset c
Externí odkaz:
https://doaj.org/article/b564576fa0134829b87f7280a90fdbfb
Autor:
Mercier, Fabien
Publikováno v:
Journal of Banking and Financial Economics. 3(1):24-49
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=696253
Akademický článek
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Autor:
Shengxing Zhang, Ricardo Lagos
Publikováno v:
Review of Economic Dynamics. 33:205-227
We develop a model of monetary exchange in bilateral over-the-counter markets to study the effects of monetary policy on asset prices and financial liquidity. The theory predicts asset prices carry a speculative premium that reflects the asset's mark
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bb04dc177a99cd03d23d63c0bc825e2
https://doi.org/10.1016/j.red.2019.01.004
https://doi.org/10.1016/j.red.2019.01.004
Publikováno v:
IEIS 2020 ISBN: 9789813343627
The asset allocation has always been an essential research content of global institutional investors. Based on the Fed model, this paper proposes a risk-return parity model for a wide range of assets to balance the returns and risks of institutional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f16cfe53d7f03eb9f5bbb7ed448e9fea
https://doi.org/10.1007/978-981-33-4363-4_28
https://doi.org/10.1007/978-981-33-4363-4_28
Autor:
Daniel Penido de Lima Amorim
Publikováno v:
Repositório Institucional da UFMG
Universidade Federal de Minas Gerais (UFMG)
instacron:UFMG
Universidade Federal de Minas Gerais (UFMG)
instacron:UFMG
CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior Shiller (1989, 2005) proveu dois índices preço-lucro (P/E) referentes ao mercado de ações americano: o P/E1, calculado pela razão entre um índice de preços de ações e um
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______3056::200a103430022842315bf3ce917c6ce4
https://orcid.org/0000-0002-2844-3079
https://orcid.org/0000-0002-2844-3079
Equity/bond yield correlation and the FED model: evidence of switching behaviour from the G7 markets
Autor:
David G. McMillan, Andreas Humpe
Publikováno v:
Journal of Asset Management. 19:413-428
This paper considers how the strength and nature of the relation between the equity and bond yield varies with the level of the real bond yield. We demonstrate that at low levels of the real bond yield, the correlation between the equity and bond yie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eb6707efe0f4a1710381e11ed607517d
https://doi.org/10.1057/s41260-018-0091-x
https://doi.org/10.1057/s41260-018-0091-x
Akademický článek
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