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Can book-to-market, size and momentum be risk factors that predict economic growth?
Liew, Jimmy; Vassalou, Maria - 1999
Persistent link: https://www.econbiz.de/10001406203
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Additions to market indices and the comovement of stock returns around the world
Claessens, Stijn; Yāfe, Yišay - 2008
Persistent link: https://www.econbiz.de/10003785795
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Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure; Lopez, Claude - 2013
Persistent link: https://www.econbiz.de/10009784712
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Extreme correlation of international equity markets
Longin, Frano̧is - 2000
Persistent link: https://www.econbiz.de/10013423147
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002647325
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Increased correlation in bear markets : a downside risk perspektive
Campbell, Rachel - 2002
Persistent link: https://www.econbiz.de/10013423764
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - 2014
Persistent link: https://www.econbiz.de/10010342558
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Stock market volatility and learning
Adam, Klaus; Marcet, Albert; Nicolini, Juan Pablo - 2007
Persistent link: https://www.econbiz.de/10003574542
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Term structure of risk in expected returns
Zviadadze, Irina - 2018
Persistent link: https://www.econbiz.de/10012113064