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Risk-adjusted capital allocation and misallocation
David, Joel M.; Schmid, Lukas; Zeke, David - In: Journal of financial economics 145 (2022) 3, pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Dynamic stock-bond return correlations and financial market uncertainty
Chiang, Thomas C.; Li, Jiandong; Yang, Sheng-Yung - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 59-88
Persistent link: https://www.econbiz.de/10011333137
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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Comovements between Chinese and global stock markets : evidence from aggregate and sectoral data
Chiang, Thomas C.; Lao, LanJun; Xue, Qingfeng - In: Review of quantitative finance and accounting 47 (2016) 4, pp. 1003-1042
Persistent link: https://www.econbiz.de/10011595781
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Determinants of equity return correlations : a case study of the Amman Stock Exchange
Alomari, Mohammad; Power, David M.; Tantisantiwong, Nongnuch - In: Review of quantitative finance and accounting 50 (2018) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10011979091
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Technological innovations and aggregate risk premiums
Hsu, Po-hsuan - In: Journal of financial economics 94 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003906350
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Endogenous technological progress and the cross-section of stock returns
Lin, Xiaoji - In: Journal of financial economics 103 (2012) 2, pp. 411-427
Persistent link: https://www.econbiz.de/10009501359
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Short and long-term interactions between venture capital returns and the macroeconomy : evidence for the United States
Füss, Roland; Schweizer, Denis - In: Review of quantitative finance and accounting 38 (2012) 3, pp. 391-410
Persistent link: https://www.econbiz.de/10009532181