Risk premia on Swiss government bonds and sectoral stock indexes during international crises
Year of publication: |
2016
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Authors: | Nitschka, Thomas |
Published in: |
Aussenwirtschaft. - St.Gallen : Universität St.Gallen, Schweizerisches Institut für Aussenwirtschaft und Angewandte Wirtschaftsforschung (SIAW-HSG), ISSN 0004-8216. - Vol. 67.2016, 2, p. 51-67
|
Publisher: |
St.Gallen : Universität St.Gallen, Schweizerisches Institut für Aussenwirtschaft und Angewandte Wirtschaftsforschung (SIAW-HSG) |
Subject: | Asset pricing | Bond returns | International crisis | Stock returns |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | hdl:10419/231233 [Handle] RePEc:usg:auswrt:2016:67:02:51-67 [RePEc] |
Classification: | G01 - Financial Crises ; G10 - General Financial Markets. General ; G12 - Asset Pricing |
Source: |
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Jondeau, Eric, (2016)
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Using sentiment surveys to predict GDP growth and stock returns
Guzman, Giselle C., (2008)
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Nitschka, Thomas, (2011)
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Atanasov, Victoria, (2013)
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Nitschka, Thomas, (2010)
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