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DP15777 Portfolio rebalancing in times of stress 智库出版物
2021
作者:  Andreas Fischer;  Rafael P. Greminger;  Christian Grisse;  Sylvia Kaufmann
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Portfolio rebalancing  Equity flows  Exchange rates  Financial stress  Structural var  Sign restrictions  Regime switching  
DP15123 Procyclical Asset Management and Bond Risk Premia 智库出版物
2020
作者:  Alexandru Barbu;  Christoph Fricke
收藏  |  浏览/下载:8/0  |  提交时间:2022/09/22
Institutional funds  Institutional accounts  Procyclical asset management  Port- folio rebalancing  Price impact  Demand pressures  Asset price volatility  Career concerns  
DP15123 Procyclical Asset Management and Bond Risk Premia 智库出版物
2020
作者:  Alexandru Barbu;  Christoph Fricke
收藏  |  浏览/下载:6/0  |  提交时间:2022/09/22
Institutional funds  Institutional accounts  Procyclical asset management  Port- folio rebalancing  Price impact  Demand pressures  Asset price volatility  Career concerns  
How ECB purchases of corporate bonds helped reduce firms’ borrowing costs 智库出版物
2020
作者:  Andrea Zaghini
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Qe  asset purchase programme  CSPP  Ecb  Portfolio rebalancing  Corporate bonds  
DP14233 Expansionary Yet Different: Credit Supply and Real Effects of Negative Interest Rate Policy 智库出版物
2019
作者:  Margherita Bottero;  Camelia Minoiu;  José-Luis Peydró;  ANDREA POLO;  Enrico Sette
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Negative interest rates  Portfolio rebalancing  Bank lending channel of monetary policy  Liquidity management  Eurozone crisis  
DP14037 The FOMC Risk Shift 智库出版物
2019
作者:  Maik Schmeling;  Paul Schrimpf;  Tim Kroencke
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Monetary policy surprises  Equity premium  Fund flows  Portfolio rebalancing  Price pressure  
The sound of many funds rebalancing 智库出版物
2019
作者:  Alex Chinco;  Vyacheslav Fos
收藏  |  浏览/下载:2/0  |  提交时间:2022/09/22
Computational complexity  Noise  rebalancing  ETF  Financial markets  Portfolio rebalancing  
Richard Thaler, Nobel laureate 智库出版物
2017
作者:  Hersh Shefrin
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Eurozone  rebalancing  wage inertia  
Overcoming Eurozone wage inertia 智库出版物
2017
作者:  Marco Buti;  Alessandro Turrini
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Eurozone  rebalancing  wage inertia  
Smaller firms suffer far more from organised, mafia-style crime 智库出版物
2017
作者:  Roberto Ganau;  Andrés Rodríguez-Pose
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Quantitative easing  Portfolio rebalancing  asset purchase programme