Results 261 to 270 of about 55,729 (303)

Asset Returns and Measured Inflation

Journal of Money, Credit and Banking, 1994
This paper analyzes the inverse relationship between estimated real returns on assets and estimates of the expected rate of inflation that is commonly noted in the literature. The authors suggest that this puzzling relationship may be produced by an inappropriate application of currently published price indices to the problem of measuring asset returns.
Santoni, G J, Moehring, H Brian
openaire   +1 more source

Labour Relations and Asset Returns

Review of Economic Studies, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jean-Pierre Danthine, John B. Donaldson
openaire   +2 more sources

Globalization and Asset Returns

Annual Review of Financial Economics, 2016
We provide a comprehensive analysis of the impact of economic and financial globalization on asset return comovements over the past 35 years. Our globalization indicators draw a distinction between de jure openness that results from changes in the regulatory environment and de facto or realized openness, as well as between capital market restrictions ...
Geert Bekaert, Campbell R. Harvey, Andrea Kiguel, Xiaozheng Wang   +3 more
openaire   +2 more sources

Martingale Analysis for Assets with Discontinuous Returns

Mathematics of Operations Research, 1995
The equivalent martingale measure approach is applied to a financial market subject to jump-diffusion uncertainty. The uncertainty in the market is caused by a multidimensional Brownian motion process and a multidimensional point process of jumps admitting stochastic intensity.
Indrajit Bardhan, Xiuli Chao
openaire   +1 more source

Sunspots and predictable asset returns

Journal of Economic Theory, 2004
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

A Multifractal Model of Asset Returns [PDF]

, 1997
This paper presents the multifractal model of asset returns ("MMAR"), based upon the pioneering research into multifractal measures by Mandelbrot (1972, 1974). The multifractal model incorporates two elements of Mandelbrot's past research that are now well-known in finance.
Laurent Calvet, Adlai Fisher, Benoit Mandelbrot   +2 more
openaire   +1 more source

Momentum in Asset Returns

The Journal of Alternative Investments, 2008
This article reviews research on momentum in asset markets, with an emphasis on research involving momentum in commodity markets. Commodity markets are different than the markets for financial assets, such as stocks and bonds. Storage costs, inventory levels, and hedging demand by suppliers and producers influence commodity prices in ways that may not ...
Thomas Schneeweis, Hossein B Kazemi, Richard B Spurgin   +2 more
openaire   +1 more source

Asset returns and inflation

Journal of Financial Economics, 1977
Abstract We estimate the extent to which various assets were hedges against the expected and unexpected components of the inflation rate during the 1953–1971 period. We find that U.S. government bonds and bills were a complete hedge against expected inflation, and private residential real estate was a complete hedge against both expected and ...
Eugene F. Fama, G.William Schwert
openaire   +1 more source

Return and Disposal of Assets

2019
Abstract This section is about Article 57 of the United Nations Convention Against Corruption (UNCAC), dealing with Return and Disposal of ...
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Benchmark, relative return, and asset pricing

Applied Economics Letters, 2022
Claude Bergeron
exaly