Risk premia on Swiss government bonds and sectoral stock indexes during international crises:
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Citations
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Cited by:
- Raphael A. Auer & Cedric Tille, 2016.
"The banking sector and the Swiss financial account during the financial and European debt crises:,"
Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International Economics and Applied Economics Research, vol. 67(02), pages 69-97, August.
- Raphael A. Auer & Prof. Dr. Cédric Tille, 2016. "The banking sector and the Swiss financial account during the financial and European debt crises," Working Papers 2016-05, Swiss National Bank.
- Tille, Cédric, 2017.
"The Changing International linkages of Switzerland: An Overview,"
CEPR Discussion Papers
12176, C.E.P.R. Discussion Papers.
- Tille, Cédric, 2017. "The changing international linkages of Switzerland: An overview," Kiel Working Papers 2088, Kiel Institute for the World Economy (IfW Kiel).
- Cédric Tille, 2017. "The Changing International linkages of Switzerland: An Overview," IHEID Working Papers 14-2017, Economics Section, The Graduate Institute of International Studies.
- David R. Haab & Thomas Nitschka, 2019. "What Goliaths and Davids among Swiss firms tell us about expected returns on Swiss asset markets," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 155(1), pages 1-17, December.
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More about this item
Keywords
Asset pricing; Bond returns; International crisis; Stock returns;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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