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Variance risk premium components and international stock return predictability
Londono, Juan M.; Xu, Nancy R. - 2019
Persistent link: https://www.econbiz.de/10012004721
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Stock returns, term structure, inflation and real activity : an international perspective
Canova, Fabio - 1997
Persistent link: https://www.econbiz.de/10013422316
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Real interest rates, nominal shocks, and real shocks
Driffill, John - 1997
Persistent link: https://www.econbiz.de/10013422341
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Modelling scale consistent VAR with the truncated Lévy flight
Lehnert, Thorsten - 2001
Persistent link: https://www.econbiz.de/10013423320
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Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
Hodrick, Robert J. - 2001
Persistent link: https://www.econbiz.de/10013423686
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Sheepskin effects in Japan
Bauer, Thomas K. - 2002
Persistent link: https://www.econbiz.de/10013424192
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The "news" view of economic fluctuations : evidence from aggregate Japanese data and sectoral US data
Beaudry, Paul - 2005
Persistent link: https://www.econbiz.de/10013424649