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The equity premium in a small open economy and an application to Israel
Borenstein, Eliezer; Elkayam, David - In: Economic modelling 43 (2014), pp. 81-99
Persistent link: https://www.econbiz.de/10010502208
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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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Testing commodity futures market efficiency under time-varying risk premiums and heteroscedastic prices
Kuruppuarachchi, Duminda; Lin, Hai; Premachandra, I. M. - In: Economic modelling 77 (2019), pp. 92-112
Persistent link: https://www.econbiz.de/10012198434
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Equilibrium asset pricing under the Lévy process with stochastic volatility and moment risk premiums
Ruan, Xinfeng; Zhu, Wenli; Huang, Jiexiang; Zhang, Jin E. - In: Economic modelling 54 (2016), pp. 326-338
Persistent link: https://www.econbiz.de/10011642179
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Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M. - In: Economic modelling 33 (2013), pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
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The skewness risk premium in currency markets
Broll, Michael - In: Economic modelling 58 (2016), pp. 494-511
Persistent link: https://www.econbiz.de/10011647522
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Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
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Nonlinear dynamics of Kimchi premium
Seo, Myung Hwan; Koo, Bonsoo; Yang, Yangzhuoran Fin - In: Economic modelling 135 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014549082
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A new energy model to capture the behavior of energy price processes
Xu, Weijun; Sun, Qi; Xiao, Weilin - In: Economic modelling 29 (2012) 5, pp. 1585-1591
Persistent link: https://www.econbiz.de/10009667202
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Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping; Feng, Yun; Wu, Chong-feng; Xu, Wei-dong - In: Economic modelling 30 (2013), pp. 863-874
Persistent link: https://www.econbiz.de/10009708784