Similar Search Results

Why disagreement may not matter (much) for asset prices

Söderlind, Paul - 2008

Persistent link: https://www.econbiz.de/10003903354

Inflation risk premia and survey evidence on macroeconomic uncertainty

Söderlind, Paul - 2009

Persistent link: https://www.econbiz.de/10003905943

Monetary policy effects on financial risk premia

Söderlind, Paul (contributor) - 2006

Persistent link: https://www.econbiz.de/10003458255

C-CAPM without ex post data

Söderlind, Paul (contributor) - 2006

Persistent link: https://www.econbiz.de/10003376069

Predicting stock price movements : regressions versus economists

Söderlind, Paul (contributor) - 2007

Persistent link: https://www.econbiz.de/10003674143

Reaction of Swiss term premia to monetary policy surprises

Söderlind, Paul - 2009

Persistent link: https://www.econbiz.de/10009306022

Monetary policy effects on financial risk premia

Söderlind, Paul (contributor) - 2006

Persistent link: https://www.econbiz.de/10003391383

Testing competing factor pricing models

Söderlind, Paul - 2016 - This version: May 2016

A GMM-based system for two different linear factor pricing models is used to test if the pricing errors are the same. Simulations demonstrate the small sample properties. As an illustration, the test is applied to the Fama-French (1996, 2015) models.

Persistent link: https://www.econbiz.de/10011686300

The time-varying systematic risk of carry trade strategies

Söderlind, Paul; Christiansen, Charlotte; Ranaldo, Angelo - 2009

Persistent link: https://www.econbiz.de/10003906380

Safe haven currencies

Ranaldo, Angelo (contributor); Söderlind, Paul (contributor) - 2007

Persistent link: https://www.econbiz.de/10003674149