Study of the leading European construction companies using risk factor models
Year of publication: |
2023
|
---|---|
Authors: | Escribano, Ana ; Jareño, Francisco ; Cano, Jose Ángel |
Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 3, p. 3386-3402
|
Subject: | interest rates | Europe | quantile regression | stock returns | construction | risk factors | Kapitaleinkommen | Capital income | EU-Staaten | EU countries | Faktorenanalyse | Factor analysis | Bauwirtschaft | Construction industry | Europa | Schätzung | Estimation | Großbritannien | United Kingdom | Deutschland | Germany | Zins | Interest rate | Risikoprämie | Risk premium | Risiko | Risk |
-
Analysis of stock returns of main European service and tourism companies
Jareño, Francisco, (2022)
-
Extension of the Fama and French model : a study of the largest European financial institutions
Jareño, Francisco, (2020)
-
Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaja, V. V., (2023)
- More ...
-
Oil price shocks and the return and volatility spillover between industrial and precious metals
Umar, Zaghum, (2021)
-
Umar, Zaghum, (2022)
-
Static and dynamic connectedness between oil price shocks and Spanish equities : a sector analysis
Umar, Zaghum, (2021)
- More ...