Springer Science and Business Media LLC
1555-4961
1555-497X
Cơ quản chủ quản: N/A
Lĩnh vực:
Các bài báo tiêu biểu
Correlations and business cycles of credit risk: Evidence from bankruptcies in Germany
Tập 17 - Trang 309-331 - 2003
An application of the Black–Litterman model with EGARCH-M-derived views for international portfolio management
Tập 21 Số 2 - Trang 147-166 - 2007
Three aspects of the Swiss term structure: an empirical survey
Tập 21 - Trang 221-240 - 2007
The term structure is an important transmitter of, and indicator for, monetary policy. This paper studies the Swiss term structure using monthly data from 1989 to 2005. We study the impact of the new monetary policy strategy that the Swiss National Bank (SNB) adopted at the beginning of 2000 on three aspects of the term structure. First, we test the expectations hypothesis and find it confirmed at...... hiện toàn bộ
The performance of socially responsible investments: Investment funds and indices
Tập 18 - Trang 122-142 - 2004
Sector specific impacts of macroeconomic fundamentals on the Swiss stock market
Tập 17 - Trang 234-245 - 2003