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Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.05.013
Abstract: We investigate the profitability and return patterns of momentum strategies in 10 European countries. Using data from December 2003 to December 2015, we find momentum returns to be lower than to those reported in previous…
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Keywords:
momentum returns;
european equity;
strategies european;
momentum strategies ... See more keywords
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Published in 2021 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2021.104211
Abstract: Abstract We develop a behavioral DSGE model which addresses the forward guidance puzzle. We then use the estimated model to assess if unconventional monetary policy tools such as negative interest rates, forward guidance, and asset…
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Keywords:
central bank;
policy;
monetary policy;
policy strategies ... See more keywords
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Published in 2019 at "Journal of Borderlands Studies"
DOI: 10.1080/08865655.2017.1414624
Abstract: Since the enlargements of 2004 and 2007 European integration has brought about major changes for the citizens of Central and Eastern Europe, such as a process of re-bordering. The accession of coun...
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Keywords:
discourses strategies;
behind closed;
closed doors;
european securitized ... See more keywords