Narrow search
Showing 1 - 10 of 488
Cover Image
A factor pricing model based on machine learning algorithm
Fang, Yi; Chen, Yuzhi; Ren, Hang - In: International review of economics & finance : IREF 88 (2023), pp. 280-297
Persistent link: https://www.econbiz.de/10014474520
Cover Image
Time-varying risk aversion and return predictability
Yoon, Sun-Joong - In: International review of economics & finance : IREF 49 (2017), pp. 327-339
Persistent link: https://www.econbiz.de/10011748476
Cover Image
An examination of the economic significance of stock return predictability in UK stock returns
Fletcher, Jonathan; Hillier, Joe - In: International review of economics & finance : IREF 11 (2002) 4, pp. 373-392
Persistent link: https://www.econbiz.de/10001719424
Cover Image
Financing anomaly, mispricing and cross-sectional return predictability
Yang, Baochen; Ye, Tao; Ma, Yao - In: International review of economics & finance : IREF 79 (2022), pp. 579-598
Persistent link: https://www.econbiz.de/10013345774
Cover Image
Untangling the causal relationship between government budget and current account deficits in OECD countries : evidence from bootstrap panel Granger causality
Xie, Zixiong; Chen, Shyh-Wei - In: International review of economics & finance : IREF 31 (2014), pp. 95-104
Persistent link: https://www.econbiz.de/10010490439
Cover Image
The nexus between insurance activity and economic growth : a bootstrap rolling window approach
Liu, Guan-Chun; Lee, Chien-chiang; Lee, Chi-Chuan - In: International review of economics & finance : IREF 43 (2016), pp. 299-319
Persistent link: https://www.econbiz.de/10011625712
Cover Image
Granger causality from exchange rates to fundamentals : what does the bootstrap test show us?
Ko, Hsiu-Hsin; Ōgaki, Masao - In: International review of economics & finance : IREF 38 (2015), pp. 198-206
Persistent link: https://www.econbiz.de/10011572350
Cover Image
Estimation error in mean returns and the mean-variance efficient frontier
Simaan, Majeed; Simaan, Yusif E.; Tang, Yi - In: International review of economics & finance : IREF 56 (2018), pp. 109-124
Persistent link: https://www.econbiz.de/10012033674
Cover Image
A representative agent asset pricing model with heterogeneous beliefs and recursive utility
Suzuki, Masataka - In: International review of economics & finance : IREF 45 (2016), pp. 298-315
Persistent link: https://www.econbiz.de/10011626381
Cover Image
Are global systematic risk and country-specific idiosyncratic risk priced in the integrated world markets
Hueng, C. James - In: International review of economics & finance : IREF 33 (2014), pp. 28-38
Persistent link: https://www.econbiz.de/10010531290