The impact of uncertainty in the oil and gold market on the cross-section of stock returns
Dennis Bams, Gildas Blanchard, Iman Honarvar, Thorsten Lehnert
| Year of publication: |
April 2015
|
|---|---|
| Authors: | Bams, Dennis ; Blanchard, Gildas ; Honarvar, Iman ; Lehnert, Thorsten |
| Publisher: |
Luxembourg : University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance |
| Subject: | Uncertainty | Equity Market | S&P | Oil | Gold | Options | Volatility Risk Premium | Time Series | Information | Market Segmentation | Cross-Section of Expected Returns | Volatilität | Volatility | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Risiko | Risk | Aktienmarkt | Stock market | Welt | World | Kapitalmarktrendite | Capital market returns |
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | LSF research working paper series. - Luxembourg : [Verlag nicht ermittelbar], ZDB-ID 2781733-7. - Vol. no. 15, 07 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011547101