Return spillover across the carbon market and financial markets: A quantile-based approach
F Wen, K Wang, A Zeng - Research in International Business and Finance, 2024 - Elsevier
This study examines the dynamic risk contagion between carbon and financial markets in
extreme market conditions using a freshly developed methodology for spillovers based on …
extreme market conditions using a freshly developed methodology for spillovers based on …
[PDF][PDF] Negative Interest Rates in the Five Eurozone Countries from Central and Eastern Europe
The European Central Bank (ECB) lowered the interest rate on its deposit facility to− 0.1
percent on 11 June 2014 and has subsequently pushed it further into negative territory. The …
percent on 11 June 2014 and has subsequently pushed it further into negative territory. The …
Floods and Deserts: Why the Dream of a Secure Pension for Everyone Is Still Unattained
SC Sexauer, LB Siegel - The Journal of Retirement, 2017 - search.proquest.com
Many public defined-benefit pension plans, after entering this century adequately funded,
have become seriously underfunded because pension sponsors behaviorally" anchored" on …
have become seriously underfunded because pension sponsors behaviorally" anchored" on …
Swaption portfolio risk management: Optimal model selection in different interest rate regimes
The authors formulate a risk-based swaption portfolio management framework for a profit-
and-loss (P&L) explanation. They analyze the implication of using the right volatility …
and-loss (P&L) explanation. They analyze the implication of using the right volatility …
The Effects of Negative Interest Rates on Equity and Currency Markets
S Lee, L Switzer - Available at SSRN 4188151, 2021 - papers.ssrn.com
This paper examines the effects of negative interest rate policies (NIRP) on foreign
exchange and equity markets of eight European countries and Japan. NIRP announcement …
exchange and equity markets of eight European countries and Japan. NIRP announcement …
[PDF][PDF] Transmission Channel and Effect Analysis of Denmark's Nominal Negative Interest Rate Policy
L Zuo - The Frontiers of Society, Science and Technology, 2022 - francis-press.com
Denmark is considered to be the most successful example of implementing a nominal
negative interest rate policy (NIRP). This paper examines the transmission and effects of the …
negative interest rate policy (NIRP). This paper examines the transmission and effects of the …
Three Essays on Current International Financial Markets
S Lee - 2019 - spectrum.library.concordia.ca
This dissertation consists of three essays that address recent developments in international
financial markets that have been of concern for scholars, policymakers, and practitioners …
financial markets that have been of concern for scholars, policymakers, and practitioners …