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Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?
Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573
Persistent link: https://www.econbiz.de/10010345895
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A flexible approach to estimate the equity premium
Bonaparte, Yosef; Fabozzi, Frank J. - In: Applied economics 49 (2017) 59, pp. 5940-5950
Persistent link: https://www.econbiz.de/10011845875
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Trend shifts in the forward premium and the predictability of excess returns in currency markets
Cho, Dooyeon; Chun, Sungju - In: Applied economics 49 (2017) 18, pp. 1821-1832
Persistent link: https://www.econbiz.de/10011815429
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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
Liu, Qing; Wang, Shouyang; Sui, Cong - In: Applied economics 55 (2023) 49, pp. 5816-5832
Persistent link: https://www.econbiz.de/10014335824
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The equity premium and the required stock returns in a Tobin's q model with a stochastic discount factor
Madsen, Jakob Brøchner; Dzhumashev, Ratbek - In: Applied economics 44 (2012) 4/6, pp. 683-694
Persistent link: https://www.econbiz.de/10009532067
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The role of sentiment in global risk premia
Keiber, Karl Ludwig; Samyschew, Helene - In: Applied economics 47 (2015) 19/21, pp. 2073-2091
Persistent link: https://www.econbiz.de/10010513348
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The conditional influence of term spread and pattern changes on future equity returns
Volkman, David A.; Maisondieu Laforge, Olivier J. P.; … - In: Applied economics 46 (2014) 7/9, pp. 913-923
Persistent link: https://www.econbiz.de/10010399538
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Interest rate, size and book-to-market effects in Australian financial firms
Akhtaruzzaman, Md.; Docherty, Paul; Shamsuddin, Abul - In: Applied economics 46 (2014) 25/27, pp. 3005-3020
Persistent link: https://www.econbiz.de/10010418172
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A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfelice, Gianfranco; Marotta, Giuseppe; Torricelli, … - In: Applied economics 47 (2015) 1/3, pp. 129-147
Persistent link: https://www.econbiz.de/10010463946
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A variance equality test of the ICAPM on Philippine stocks : post-Asian financial crisis period
Aquino, Rodolfo Q. - In: Applied economics 38 (2006) 3, pp. 353-362
Persistent link: https://www.econbiz.de/10003295047