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Monetary policy rules and the equity risk premium : Evidence from the US experience

Apergis, Nicholas; Payne, James E. - In: Review of Financial Economics 36 (2018) 4, pp. 287-299

Persistent link: https://www.econbiz.de/10012084578

Modeling the time varying volatility of housing returns : Further evidence from the U.S. metropolitan condominium markets

Apergis, Nicholas; Payne, James E. - In: Review of Financial Economics 38 (2019) 1, pp. 24-33

Persistent link: https://www.econbiz.de/10012084608

Resurrecting the size effect: Evidence from a panel nonlinear cointegration model for the G7 stock markets

Apergis, Nicholas; Payne, James E. - In: Review of Financial Economics 23 (2014) 1, pp. 46-53

Firm size is known to be an important factor affecting stock returns. This study proposes a panel threshold cointegration model to investigate the impact of the size effect on stock returns for the panel of G7 countries: Canada, France, Germany, Italy, Japan, the U.K., and the U.S. over the...

Persistent link: https://www.econbiz.de/10010744317

Post‐financial crisis changes in financial system structure : An examination of the J.P. Morgan & Co. Syndicates after the 1907 Panic

Rodgers, Mary T.; Payne, James E. - In: Review of Financial Economics 38 (2020) S1, pp. 226-241

Persistent link: https://www.econbiz.de/10012274031

Patterns in post‐financial crisis periods : A historical perspective – An Introduction

Rodgers, Mary T.; Payne, James E. - In: Review of Financial Economics 38 (2020) S1, pp. 145-146

Persistent link: https://www.econbiz.de/10012274032

The paper-bill spread and real output: what matters more, a change in the paper rate or a change in the bill rate?

Ewing, Bradley T.; Lynch, Gerald J.; Payne, James E. - In: Review of Financial Economics 12 (2003) 3, pp. 233-246

Persistent link: https://www.econbiz.de/10005299181