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Solnik, Bruno - 1994

Persistent link: https://www.econbiz.de/10000897102

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"Big bang" deregulation and Japanese corporate governance : a survey of the issues

Gibson, Michael S. - 1998

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Correlation structure of international equity markets during extremely volatile periods

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Inflation, inflation risk, and stock returns

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A generalized dynamic conditional correlation model for many asset returns

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A dynamic linear model of the determinants of yield spreads on fixed-income securities

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Risks, returns and opportunities in emerging markets

Alexandre, Xavier; Griette, Eric - 1998

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Terms-of-trade uncertainty and economic growth : are risk indicators significant in growth regressions?

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Is there evidence of pessimism and doubt in subjective distributions? : a comment on Abel

Giordani, Paolo (contributor); Söderkind, Paul (contributor) - 2002 - [Elektronische Ressource], Rev. October 1, 2003

Abel (2002) shows that pessimism and doubt in the subjective distribution of the growth rate of consumption reduce the riskfree rate puzzle and the equity premium puzzle. We quantify the amount of pessimism and doubt in survey data on US consumption and income. Individual forecasters are in fact...

Persistent link: https://www.econbiz.de/10001729353