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Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui (contributor) - 2005
"Campbell and Vuolteenaho (2004) and Brennan, Wang, and Xia (2004) recently argue that the value premium co-moves with investment opportunities and thus reflects rational pricing. This paper extends their analysis by showing that the ICAPM interpretation of the value premium also sheds light on...
Persistent link: https://www.econbiz.de/10002995301
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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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The changing market in financial services : proceedings of the fifteenth annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
Gilbert, R. Alton (contributor) - 1992
Persistent link: https://www.econbiz.de/10000857074
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Annual US economic data
Federal Reserve Bank of St. Louis - St. Louis, Mo. - Nachgewiesen 1957/75(1976) - 1976/95(1996); damit …
Persistent link: https://www.econbiz.de/10000480773
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US financial data
Federal Reserve Bank of St. Louis - St. Louis, Mo. - Nachgewiesen 1984 -
Persistent link: https://www.econbiz.de/10000458505
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Review / Federal Reserve Bank of St. Louis
Federal Reserve Bank of St. Louis - St. Louis, Mo. - 1.1919 -
Persistent link: https://www.econbiz.de/10000358848
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Monetary trends
Federal Reserve Bank of St. Louis - St. Louis, Mo. : Bank - 1967 [?]-2006 [?]
Persistent link: https://www.econbiz.de/10000434046