Predictability of Crypto Returns : A Habit-Based Explanation of the Risk Premium
Year of publication: |
2022
|
---|---|
Authors: | Dunbar, Kwamie ; Owusu-Amoako, Johnson |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Theorie | Theory | Prognoseverfahren | Forecasting model | CAPM | Zinsstruktur | Yield curve | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4288808 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam, (2023)
-
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller, (2019)
-
Macroeconomic volatilities and long-run risks of asset prices
Zhou, Guofu, (2015)
- More ...
-
Role of hedging on crypto returns predictability : a new habit-based explanation
Dunbar, Kwamie, (2023)
-
Predictability of crypto returns : the impact of trading behavior
Dunbar, Kwamie, (2023)
-
Predicting inflation expectations : a habit-based explanation under hedging
Dunbar, Kwamie, (2023)
- More ...