Similar Search Results

The semi-strong efficiency debate : in search of a new testing framework

Ziliotto, Arianna; Serati, Massimiliano - In: Research in international business and finance 34 (2015), pp. 412-438

Persistent link: https://www.econbiz.de/10011326196

Impact of fiscal stimulus on volatility : a cross-country analysis

Gu, Tiantian; Venkateswaran, Anand; Erath, Marc - In: Research in international business and finance 65 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014434064

Asset pricing with regime-dependent preferences and learning

Berrada, Tony; Detemple, Jérôme B.; Rindisbacher, Marcel - 2013

of risk, the interest rate, the stock market volatility, the equity premium and the moments of the consumption growth …

Persistent link: https://www.econbiz.de/10010256362

Impact of financial market uncertainty and macroeconomic factors on stock-bond correlation in emerging markets

Dimic, Nebojsa; Kiviaho, Jarno; Piljak, Vanja; Äijö, Janne - In: Research in international business and finance 36 (2016), pp. 41-51

Persistent link: https://www.econbiz.de/10011594241

The role of global economic conditions in forecasting gold market volatility : evidence from a GARCH-MIDAS approach

Salisu, Afees A.; Gupta, Rangan; Bouri, Elie; Ji, Qiang - In: Research in international business and finance 54 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012581489

Sentimental recovery

Pazarbasi, Altan; Schneider, Paul; Vilkov, Grigory - 2019 - This version: November 29, 2019

We investigate the market-compatible degree of agent heterogeneity by identifying and analyzing the full range of conditional beliefs consistent with observed asset prices and good-deal bounds. Our methodology neither makes assumptions on underlying processes nor does it use survey data. It can...

Persistent link: https://www.econbiz.de/10012134438