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The term structure of implied dividend yields and expected returns
Bilson, John F.; Kang, Sang Baum; Luo, Hong - In: Economics letters 128 (2015), pp. 9-13
Persistent link: https://www.econbiz.de/10011382973
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A re-examination of the predictability of stock returns and cash flows via the decomposition of VIX
Yun, Jaeho - In: Economics letters 186 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012500329
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Lumpy investment and expected stock returns
Im, Hyun Joong; Park, Heungju - In: Economics letters 193 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012509065
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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What is the expected return on Bitcoin? : extracting the term structure of returns from options prices
Foley, Sean; Li, Simeng; Malloch, Hamish; Svec, Jiri - In: Economics letters 210 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013171301
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The term structure of equity premia and the macroeconomy : some results
Laine, Olli-Matti - In: Economics letters 216 (2022), pp. 1-4
Persistent link: https://www.econbiz.de/10013448394
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Forecasting credit losses with the reversal in credit spreads
Du, Ding - In: Economics letters 178 (2019), pp. 95-97
Persistent link: https://www.econbiz.de/10012121648
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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Prediction bias correction for dynamic term structure models
Raviv, Eran - In: Economics letters 129 (2015), pp. 112-115
Persistent link: https://www.econbiz.de/10011422051