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Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis
Bekiros, Stelios; Gupta, Rangan; Majumdar, Anandamayee - In: Finance research letters 18 (2016), pp. 291-296
Persistent link: https://www.econbiz.de/10011657223
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Economic policy uncertainty dispersion and excess returns : evidence from China
Yang, Jianlei; Yang, Chunpeng; Hu, Xiaoyi - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819427
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Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC : a quantile regression approach
Guo, Peng; Zhu, Huiming; You, Wan-hai - In: Finance research letters 25 (2018), pp. 251-258
Persistent link: https://www.econbiz.de/10012003553
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Cryptocurrency Momentum and VIX premium
Chang, Hsuan-ling; Nie, Wei-ying; Chang, Li-han; Cheng, … - In: Finance research letters 57 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014507872
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The determinants of Bitcoin returns and volatility : perspectives on global and national economic policy uncertainty
Wu, Chang-Che; Ho, Shu-Ling; Wu, Chih-Chiang - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014578123
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Macroeconomic information, global economic policy uncertainty and gold futures return predictability
Yu, Fanchao - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014472959
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Commonality in BRICS stock markets' reaction to global economic policy uncertainty : evidence from a panel GARCH model with cross sectional dependence
Mamman, Suleiman O.; Wang, Zhanqin; Iliyasu, Jamilu - In: Finance research letters 55 (2023) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10014473256
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Second-order stochastic dominance, reward-risk portfolio selection, and the CAPM
De Giorgi, Enrico; Post, Thierry - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 525-546
Persistent link: https://www.econbiz.de/10003729147
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Why don't people insure late-life consumption? : a framing explanation of the under-annuitization puzzle
Brown, Jeffrey R.; Kling, Jeffrey R.; Mullainathan, Sendhil - In: The American economic review 98 (2008) 2, pp. 304-309
Persistent link: https://www.econbiz.de/10003730198
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Portfolio concentration and the performance of individual investors
Ivković, Zoran; Sialm, Clemens; Weisbenner, Scott J. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 613-655
Persistent link: https://www.econbiz.de/10003757789