Risk-return trade-off for European stock markets
Nektarios Aslanidis, Charlotte Christiansen, Christos S. Savva
| Year of publication: |
July 2016
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|---|---|
| Authors: | Aslanidis, Nektarios ; Christiansen, Charlotte ; Savva, Christos S. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 46.2016, p. 84-103
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| Subject: | European stock markets | Factor model | Macro-finance predictors | Markov switching model | Quantile regressions | Risk-return trade-off | Schätzung | Estimation | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | EU-Staaten | EU countries | Inflationserwartung | Inflation expectations | Markov-Kette | Markov chain | Theorie der Arbeitslosigkeit | Unemployment theory | EU-Mitgliedschaft | EU membership |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2016.03.018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580870