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1
Commodity and equity markets : some stylized facts from a copula approach
Delatte, Anne-Laure
;
Lopez, Claude
-
2013
Persistent link: https://www.econbiz.de/10009784712
Saved in:
2
Capital share risk in U.S. asset pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2018
Persistent link: https://www.econbiz.de/10011861000
Saved in:
3
Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2015
Persistent link: https://www.econbiz.de/10010482973
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4
A model of financialization of commodities
Başak, Suleyman
;
Pavlova, Anna
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2015
Persistent link: https://www.econbiz.de/10011299571
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5
Risk premia and seasonality in commodity futures
Hevia, Constantino
;
Petrella, Ivan
;
Sola, Martin
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2016
Persistent link: https://www.econbiz.de/10011482266
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6
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2014
Persistent link: https://www.econbiz.de/10010416758
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7
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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8
Relative performance, risk and entry in the mutual fund industry
Lóránth, Gyöngyi
-
2002
Persistent link: https://www.econbiz.de/10013424109
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9
Stock price booms and expected capital gains
Adam, Klaus
;
Beutel, Johannes
;
Marcet, Albert
-
2014
Persistent link: https://www.econbiz.de/10010363250
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10
Asset market linkages in crisis periods
Hartmann, Philipp
-
2001
Persistent link: https://www.econbiz.de/10013423516
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