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"Which Improves Welfare More: Nominal or Indexed Bond?"
Magill, M.; Quinzii, M. - Economics Department, University of California-Davis - 1995
Persistent link: https://www.econbiz.de/10005631339
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Constrained Suboptimality and Financial Innovation in GEI with a Single Commodity.
Tirelli, M. - Center for Operations Research and Econometrics (CORE), … - 2000
In this paper we exploit global analysis to explore welfare properties of a standard one-commodity GEI, under different notions of constrained Pareto optimality. In a unifying framework we revise and extend some of the leading results of the literature on incomplete markets and government...
Persistent link: https://www.econbiz.de/10005633993
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Mutual Funds and Financial Stability.
Edwards, F.R. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005776738
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Do Managed Futures Make Good Investments?
Edwards, F.R.; Park, J.M. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005776747
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Call Features and Term to Maturity of Callable Foreign Bonds.
Hooper, V.; Pointon, J. - Research School of Pacific and Asian Studies, College … - 1996
This paper models the value of "embedded" options in foreign bonds, using stochastic calculus, by assuming that the …
Persistent link: https://www.econbiz.de/10005630822
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Derivatives and the Efficient Allocation of Price Risks in a General Equilibrium World.
Heal, G. - Graduate School of Business, Columbia University - 1995
Persistent link: https://www.econbiz.de/10005631025
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Volatility returns with vengeance: Financial markets vs. commodities
Aboura, Sofiane; Chevallier, Julien - Université Paris-Dauphine (Paris IX) - 2015
, bonds and currencies from 1983 to 2013. The innovative feature of our model is that these volatility spillovers are modeled …
Persistent link: https://www.econbiz.de/10011205311
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Financial Markets Interactions between Economic Theory and Practice
Nicolau, Mihaela - Volkswirtschaftliche Fakultät, … - 2010
interactions between different financial sectors. The results of these researches confirm that commodities, bonds and stock markets …
Persistent link: https://www.econbiz.de/10008765623
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Notations et écarts de rentabilité : le marché français avant l'euro
Merli, Maxime; Alexandre, Hervé - Université Paris-Dauphine (Paris IX) - 2003
French denominated bonds. Two measures of the spread are used and the results obtained show the very partial consideration of …
Persistent link: https://www.econbiz.de/10010707346
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The Trend is Our Friend: Risk Parity, Momentum and Trend Following in Global Asset Allocation
Clare, Andrew; Seaton, James; Smith, Peter N.; Thomas, … - Crawford School of Public Policy, Australian National … - 2013
, bonds, commodities and real estate. The application of trend following offers a substantial improvement in risk …
Persistent link: https://www.econbiz.de/10011186017