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~subject:"CAPM"
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CAPM
black market premium
22
trade openness
13
trade liberalization
12
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market premium
11
per capita income
11
Market Premium
10
balance of payments
9
terms of trade
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export growth
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gdp growth
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open economies
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real gdp
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terms of trade shocks
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trade barriers
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trade policies
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Cointegration
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average tariff
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average tariff rate
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average tariffs
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commodity prices
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impact of trade
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nontariff barriers
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tariff rate
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Black Market Premium
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Abdulaziz, Mohamad
1
Ang, Andrew
1
Athavale, Manoj V.
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Benzschawei, Terry
1
Butt, Hilal Anwar
1
Fu, Liang
1
Goebel, Joseph M.
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Khan, Naveed
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Khataybeh, Mohammad A.
1
Kristensen, Dennis
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Marashdeh, Zyad
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Annals of financial economics
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Global business & economics review
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Journal of financial economics
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The journal of credit risk : published quarterly by Incisive Media
1
The journal of investment strategies
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ECONIS (ZBW)
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1
Does premium exist in the stock market for labor income growth rate? : a six-factor-asset-pricing model : evidence from Pakistan
Khan, Naveed
;
Zada, Hassan
;
Yousaf, Imran
- In:
Annals of financial economics
17
(
2022
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013367626
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2
Cross-sectional relationship between beta and realized returns in emerging markets
Khataybeh, Mohammad A.
;
Abdulaziz, Mohamad
;
Marashdeh, Zyad
- In:
Applied economics quarterly
65
(
2019
)
2
,
pp. 115-137
Persistent link: https://www.econbiz.de/10012293241
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3
The pricing of firm-specific risk in emerging markets
Butt, Hilal Anwar
;
Sadaqat, Mohsin
- In:
The journal of investment strategies
8
(
2019
)
4
,
pp. 21-32
Persistent link: https://www.econbiz.de/10012426134
Saved in:
4
Systematic risk and yield premiums in the bond market
Fu, Liang
;
Murphy, Austin
;
Benzschawei, Terry
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10011298058
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5
Implied returns, costly reversibility and the value premium
Goebel, Joseph M.
;
Athavale, Manoj V.
- In:
Global business & economics review
16
(
2014
)
3
,
pp. 231-252
Persistent link: https://www.econbiz.de/10010495737
Saved in:
6
Testing conditional factor models
Ang, Andrew
;
Kristensen, Dennis
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10009666667
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