Ghent University - Department of Financial Economics
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factor models, stock-bond return correlation, macroeconomic factors, new-Keynesian models, structural VAR, liquidity, flight-to-safety
Company Valuation, Investment Banks, Initial Public Offering
Flight-to-Safety, Flight-to-Quality, Stock-Bond Return Correlation, Liquidity, Hedge Funds
flight-to-safety, flight-to-quality, stock-bond return correlation, liquidity, hedge funds
Monetary policy, regime-switching, survey expectations, New-Keynesian models, Great Moderation, macroeconomic volatility, Phillips Curve, Determinacy
monetary policy, regime-switching, survey expectations, new-keynesian models, great moderation, macroeconomic volatility, Phillips curve
International portfolio diversification, Country versus industry effects, Financial integration, Idiosyncratic risk, Time-varying correlations, Regime-switching models.
Contagion, Financial integration, Volatility spillover models, Time-varying correlations, Regime-switching models
technical trading rules, reality check, superior predictive ability, emerging stock markets, data snooping
International portfolio diversification, Country versus Industry Effects, Financial integration, Idiosyncratic risk, Time-Varying Correlations, Regime-switching models
Mutual funds, Transaction data, Performance evaluation, Bootstrap, Stock picking skills
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company valuation, initial public offerings, investment banks
Liquidity, Trading Volume, Transaction Costs, Pricing Impact, Effective Spread, Financial Crises, Macro-financial Linkages
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