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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
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2019
Persistent link: https://www.econbiz.de/10012205777
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2
The expected return on risky assets : international long-run evidence
Kuvshinov, Dmitry
;
Zimmermann, Kaspar
-
2020
Persistent link: https://www.econbiz.de/10012504320
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Equity premium predictability over the business cycle
Mönch, Emanuel
;
Stein, Tobias
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2021
Persistent link: https://www.econbiz.de/10012589652
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4
Taming momentum crashes
Bianchi, Daniele
;
De Polis, Andrea
;
Petrella, Ivan
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2024
Persistent link: https://www.econbiz.de/10014529581
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International yield co-movements
Bekaert, Geert
;
Ermolov, Andrey
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2021
Persistent link: https://www.econbiz.de/10012590876
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6
The correlation risk premium : international evidence
Faria, Gonçalo
;
Kosowski, Robert L.
;
Wang, Tianyu
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2021
Persistent link: https://www.econbiz.de/10012592939
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7
Inequality
beyond GDP : a long view
Prados de la Escosura, Leandro
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2021
Persistent link: https://www.econbiz.de/10012484558
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8
Asset pricing vs asset expected returning in factor-portfolio models
Favero, Carlo A.
;
Melone, ALessandro
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2020
Persistent link: https://www.econbiz.de/10012210481
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9
The big bang : stock market capitalization in the long run
Kuvshinov, Dmitry
;
Zimmermann, Kaspar
-
2020
Persistent link: https://www.econbiz.de/10012214032
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Gaussian rank correlation and regression
Amengual, Dante
;
Sentana, Enrique
;
Tian, Zhanyuan
-
2020
Persistent link: https://www.econbiz.de/10012232995
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