Risk-return trade-off for European stock markets
Year of publication: |
July 2016
|
---|---|
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
|
Subject: | European stock markets | Factor model | Macro-finance predictors | Markov switching model | Quantile regressions | Risk-return trade-off | Kapitaleinkommen | Capital income | Schätzung | Estimation | Aktienmarkt | Stock market | Markov-Kette | Markov chain | CAPM | Risiko | Risk | Europa | Europe | EU-Staaten | EU countries |
-
Regime dependent dynamics and European stock markets : is asset allocation really possible?
Ahmad, Wasim, (2015)
-
Flight-to-safety and the risk-return trade-off : European evidence
Aslanidis, Nektarios, (2020)
-
Quantile risk-return trade-off
Aslanidis, Nektarios, (2021)
- More ...
-
Quantile risk-return trade-off
Aslanidis, Nektarios, (2021)
-
Idiosyncratic Volatility Puzzle: Influence of Macro-Finance Factors
Aslanidis, Nektarios, (2014)
-
Risk-Return Trade-Off for European Stock Markets
Aslanidis, Nektarios, (2013)
- More ...