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Search: subject:"long-run component"
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ECONIS (ZBW)
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1
Long Run Risk Model and Equity Premium Puzzle in Thailand
Sartja Duangchaiyoosook
;
Kilenthong, Weerachart T.
- In:
Southeast Asian journal of economics
10
(
2022
)
1
,
pp. 133-167
Persistent link: https://www.econbiz.de/10013193514
Saved in:
2
Long run risk model and equity premium puzzle in Thailand
Sartja Duangchaiyoosook
;
Kilenthong, Weerachart T.
-
2021
Persistent link: https://www.econbiz.de/10012582703
Saved in:
3
Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of empirical finance
48
(
2018
),
pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
Saved in:
4
The
long-run
component
of foreign exchange volatility and stock returns
Du, Ding
;
Hu, Ou
- In:
Journal of international financial markets, …
31
(
2014
),
pp. 268-284
Persistent link: https://www.econbiz.de/10011299324
Saved in:
5
The
long-run
component
of foreign exchange volatility and stock returns
Du, Ding
;
Hu, Ou
- In:
Journal of International Financial Markets, …
31
(
2014
)
C
,
pp. 268-284
supporting evidence that the
long-run
component
of foreign exchange volatility is priced in the US stock market. Our findings …
Persistent link: https://www.econbiz.de/10010784955
Saved in:
6
Option Valuation with Long-run and Short-run Volatility Components
Christoffersen, Peter
;
Jacobs, Kris
;
Wang, Yintian
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2004
of two components. One of these components is a
long-run
component
, and it can be modeled as fully persistent. The other …
Persistent link: https://www.econbiz.de/10005101069
Saved in:
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