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1
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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2
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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3
The conditional equity premium, cross-sectional returns and stochastic volatility
Fung, Ka Wai Terence
;
Lau, Chi Keung
;
Chan, Kwok Ho
- In:
Economic modelling
38
(
2014
),
pp. 316-327
Persistent link: https://www.econbiz.de/10010419068
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Uninsured expense shocks and equity premia
Wang, Qin
;
Ren, Yu
;
Zou, Yiheng
- In:
Economic modelling
58
(
2016
),
pp. 64-74
Persistent link: https://www.econbiz.de/10011647041
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5
Generalized financial ratios to predict the equity premium
Algaba, Andres
;
Boudt, Kris
- In:
Economic modelling
66
(
2017
),
pp. 244-257
Persistent link: https://www.econbiz.de/10011813731
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6
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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Idiosyncratic risk and cross-section of stock returns in emerging European markets
Czapkiewicz, Anna
;
Wójtowicz, Tomasz
;
Zaremba, Adam
- In:
Economic modelling
124
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463293
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8
The return on everything and the business cycle in production economies
Fehrle, Daniel
;
Heiberger, Christopher
- In:
Economic modelling
136
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014549145
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9
Gurus and belief manipulationh
Jouini, Elyès
;
Napp, Clotilde
- In:
Economic modelling
49
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10011439463
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10
A multivariate GARCH model of risk premia in foreign exchange markets
Malliaropulos, Dimitrios
- In:
Economic modelling
14
(
1997
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10001241607
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