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ECONIS (ZBW)
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1
A consumption-based asset pricing model with disappointment aversion and uncertainty shocks
Li, Kaifeng
;
Xia, Bobo
;
Guo, Zhaoxuan
- In:
Economic modelling
94
(
2021
),
pp. 235-243
Persistent link: https://www.econbiz.de/10012694760
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2
Policy risks, technological risks and stock returns : new evidence from the US stock market
Apergēs, Nikolaos
- In:
Economic modelling
51
(
2015
),
pp. 359-365
Persistent link: https://www.econbiz.de/10011476052
Saved in:
3
Is there a value premium in cryptoasset markets?
Liebi, Luca J.
- In:
Economic modelling
109
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013348228
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4
Loss aversion and market crashes
Ouzan, Samuel
- In:
Economic modelling
92
(
2020
),
pp. 70-86
Persistent link: https://www.econbiz.de/10012429593
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5
Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier
;
Barthélémy, Fabrice
; …
- In:
Economic modelling
58
(
2016
),
pp. 543-555
Persistent link: https://www.econbiz.de/10011647530
Saved in:
6
Modeling the dependence structure between default risk premium, equity return volatility and the jump risk : evidence from a financial crisis
Naifar, Nader
- In:
Economic modelling
29
(
2012
)
2
,
pp. 119-131
Persistent link: https://www.econbiz.de/10009536052
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7
Aggregate liquidity premium and cross-sectional returns : evidence from China
Liao, Cunfei
;
Luo, Qianlin
;
Tang, Guohao
- In:
Economic modelling
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013164202
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8
Value at Risk and expected shortfall of firms in the main European Union stock market indexes : a detailed analysis by economic sectors and geographical situation
Iglesias, Emma M.
- In:
Economic modelling
50
(
2015
),
pp. 1-8
Persistent link: https://www.econbiz.de/10011439601
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9
Semiparametric generalized long-memory modeling of some mena stock market returns : a wavelet approach
Boubaker, Heni
;
Sghaier, Nadia
- In:
Economic modelling
50
(
2015
),
pp. 254-265
Persistent link: https://www.econbiz.de/10011440563
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10
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
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