Monetary policy and stock market valuation
OM Laine - International Journal of Central Banking, 2023 - ijcb.org
This paper estimates the effect of monetary policy on the term structure of stock market risk
premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
Monetary policy and stock market valuation
OM Laine - International Journal of Central Banking, forthcoming, 2021 - papers.ssrn.com
This paper estimates the effect of monetary policy on the term structure of stock market risk
premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
premia. The implied stock market risk premia are obtained using analysts' dividend forecasts …
Equity Portfolio Trading with Volatility and Dividend Derivatives.
R Tunaru - Journal of Derivatives, 2022 - search.ebscohost.com
In this article, I investigate trading strategies for equity portfolio analysis that considers
diversification using dividend derivatives. The equity portfolio is assumed to be perfectly or …
diversification using dividend derivatives. The equity portfolio is assumed to be perfectly or …
[BOOK][B] Evidence about the transmission of monetary policy
OM Laine - 2022 - publications.bof.fi
This doctoral dissertation analyses the transmission of monetary policy. It applies a variety of
empirical methods to study how conventional and unconventional monetary policy …
empirical methods to study how conventional and unconventional monetary policy …
[CITATION][C] Bank of Finland Research Discussion Papers 16• 2020
OM Laine - 2020