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Can exchange rate volatility explain persistence in the forward premium?
Kellard, Neil; Sarantis, Nicholas - In: Journal of empirical finance 15 (2008) 4, pp. 714-728
Persistent link: https://www.econbiz.de/10003759755
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Time varying consumption covariance and dynamics of the equity premium : evidence from the G7 countries
Sarkar, Asani; Zhang, Lingjia - In: Journal of empirical finance 16 (2009) 4, pp. 613-631
Persistent link: https://www.econbiz.de/10003900309
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A semiparametric model for the systematic factors of portfolio credit risk premia
Giammarino, Flavia; Barrieu, Pauline - In: Journal of empirical finance 16 (2009) 4, pp. 655-670
Persistent link: https://www.econbiz.de/10003900342
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CAPM over the long run : 1926 - 2001
Ang, Andrew; Chen, Joseph - In: Journal of empirical finance 14 (2007) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10003416060
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The ex ante real rate and inflation premium under a habit consumption model
Madureira, Leonardo - In: Journal of empirical finance 14 (2007) 3, pp. 355-382
Persistent link: https://www.econbiz.de/10003609840
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On the premiums of iShares
Delcoure, Natalya; Zhong, Maosen - In: Journal of empirical finance 14 (2007) 2, pp. 168-195
Persistent link: https://www.econbiz.de/10003499640
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Asset pricing models and economic risk premia : a decomposition
Balduzzi, Pierluigi; Robotti, Cesare - In: Journal of empirical finance 17 (2010) 1, pp. 54-80
Persistent link: https://www.econbiz.de/10003943937
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The risk-return tradeoff : a COGARCH analysis of Merton's hypothesis
Müller, Gernot; Durand, Robert B.; Maller, Ross A. - In: Journal of empirical finance 18 (2011) 2, pp. 306-320
Persistent link: https://www.econbiz.de/10009301116
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Market discipline and too-big-to-fail in the CDS market : does banks' size reduce market discipline?
Völz, Manja; Wedow, Michael - In: Journal of empirical finance 18 (2011) 2, pp. 195-210
Persistent link: https://www.econbiz.de/10009301132
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Country versus sector factors in equity returns : the roles of non-unit exposures
Moor, Lieven de; Sercu, Piet - In: Journal of empirical finance 18 (2011) 1, pp. 64-77
Persistent link: https://www.econbiz.de/10009301177