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Based on a vector autoregressive model (VAR), this paper shows that time variation in monthly excess returns on Swiss government bonds and stocks is predominantly driven by news of inflation ...
A comprehensive research project has been carried out at the Swiss Federal Institute of Technology (ETH) on the fire behaviour of timber-concrete composite slabs (Frangi and Fontana 2000 ). The glued ...
successfully in the high-yield bond market. Distressed spreads for non-distressed bonds : Overcoming the stigma of ‘junk bonds ’ Received: 27th October, 2000 Fiona Frick* is a Senior Manager at Unigestion, a Swiss ...
to assess the impact of monetary policy actions on bond yields. Using a Dai and Singleton ( 2000 )-type affine model of the yield curve, Söderlind incorporates information from interest rate options ...
Historical events are reflected in asset prices. Based on a unique data‐set, we analyse government bond prices of Germany and Austria traded on the Swiss bourse during the Second World War. Some war ...
Abstract This study examines return volatility among the Swiss , German, UK, and US bond markets by comparing both in-country and US-based returns and risk measures. Our findings include: (1 ...
‐ 2000 renewals. 2 . Numbers are based on Swiss Re, “Natural Catastrophes and man‐made disasters in 2000 : fewer insured losses despite huge floods,” SIGMA, No. 2 (2001) and expressed in year 2000 prices. 3 ...
that outlines the impact of pseudothecia development on stomatal conductance and CO2 assimilation rates. RESEARCH New Phytol. ( 2000 ), 148, 481±491 Pseudothecia of Swiss needle cast fungus, Phaeocryptopus ...
November 2016 of India has reported that the unemployment rate increased from 5.99 Final Accepted: 25 December 2016 per cent in 1993-4 to 7.32 per cent in 1999- 2000 . To make matters Published: January 2017 ...
SL 30 ( 2000 ) 196-225 The Role of Liturgical Forms in Early Anabaptist Worship: Toward an Anabaptist Liturgical Theology by Gilbert I. Bond * I. Introduction The effort to construct a theological ...
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