Andere Kunden interessierten sich auch für
![An assessment of the current state of government bond market integration in the periphery of the euro area]( "An assessment of the current state of government bond market integration in the periphery of the euro area")
An assessment of the current state of government bond market integration in the periphery of the euro area42,95 €![Comparison of the CAPM, the Fama-French Three Factor Model and Modifications]( "Comparison of the CAPM, the Fama-French Three Factor Model and Modifications")
Comparison of the CAPM, the Fama-French Three Factor Model and Modifications18,95 €![Forecast evaluation methods: A Monte Carlo investigation and an application to the predictability of interest rates]( "Forecast evaluation methods: A Monte Carlo investigation and an application to the predictability of interest rates")
Forecast evaluation methods: A Monte Carlo investigation and an application to the predictability of interest rates27,95 €![Factoring. Darstellung und betriebswirtschaftliche Analyse]( "Factoring. Darstellung und betriebswirtschaftliche Analyse")
Factoring. Darstellung und betriebswirtschaftliche Analyse18,95 €![The Impact of ECB Monetary Policy on Stock and Bond Market Liquidity. The Case of Germany]( "The Impact of ECB Monetary Policy on Stock and Bond Market Liquidity. The Case of Germany")
The Impact of ECB Monetary Policy on Stock and Bond Market Liquidity. The Case of Germany29,99 €![The Coming Bond Market Collapse]( "The Coming Bond Market Collapse")
The Coming Bond Market Collapse26,99 €![The effects of the ECB's public and corporate bond purchases. An event study examining the German financial market in comparison to the G7-group]( "The effects of the ECB's public and corporate bond purchases. An event study examining the German financial market in comparison to the G7-group")
The effects of the ECB's public and corporate bond purchases. An event study examining the German financial market in comparison to the G7-group18,95 €
Diploma Thesis from the year 2015 in the subject Economics - Finance, grade: 1.0, University of Frankfurt (Main) (Faculty of Economics and Business Administration), course: Finance, language: English, abstract: The present work deals with the headline topic of bond return predictability and to some extent with foreign exchange predictability. After a short overview of past research on bond return predictability the present work predominantely deals with the Cochrane-Piazzesi factor (CP-factor) which seemlingly predicts lagged bond excess returns better than all known models so far. The model is tested on a bunch of different data sets from different countries and underscores the superiority of this model in comparison to other bond predictability models, which are also explained. In the last section of the present work the CP-factor is used in order to test whether it is possible to explain the forward premium puzzle and thus is able to predict changes and excess returns in foreign exchange rates.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.
Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.