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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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State dependence of aggregated risk aversion : evidenve for the German stock market
Hansen, Marc; Herwartz, Helmut; Rengel, Malte - In: Journal of applied economics 17 (2014) 2, pp. 257-281
Persistent link: https://www.econbiz.de/10011554687
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Stock returns, the interest rate and inflation in the Italian stock market : a long-run perspective
Bagliano, Fabio C. - In: Giornale degli economisti e annali di economia 56 (1997) 3, pp. 139-167
Persistent link: https://www.econbiz.de/10001233917
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Stock prices and bond yields : can their comovements be explained in terms of present value models?
Shiller, Robert J. - In: Journal of monetary economics 30 (1992) 1, pp. 25-46
Persistent link: https://www.econbiz.de/10001134821
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Stock return prediction under GARCH : an empirical assessment
Herwartz, Helmut - In: International journal of forecasting 33 (2017) 3, pp. 569-580
Persistent link: https://www.econbiz.de/10011746190
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Local trends in price-to-dividend ratios : assessment, predictive value, and determinants
Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: Journal of money, credit and banking : JMCB 48 (2016) 8, pp. 1655-1690
Persistent link: https://www.econbiz.de/10011707949
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Is M&A different during a crisis? : evidence from the European banking sector
Beltratti, Andrea; Paladino, Giovanna - In: Journal of banking & finance 37 (2013) 12, pp. 5394-5405
Persistent link: https://www.econbiz.de/10010343686
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Structural breaks and common factors in the volatiliy of the Fama-French factor portfolios
Morana, Claudio; Beltratti, Andrea - In: Applied financial economics 16 (2006) 14, pp. 1059-1073
Persistent link: https://www.econbiz.de/10003377864
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A dynamic copula approach to recovering the index implied volatility skew
Fengler, Matthias R.; Herwartz, Helmut; Werner, Christian - In: Journal of financial econometrics : official journal of … 10 (2012) 3, pp. 457-493
Persistent link: https://www.econbiz.de/10009571516
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Testing the value of directional forecasts in the presence of serial correlation
Blaskowitz, Oliver Jim; Herwartz, Helmut - In: International journal of forecasting 30 (2013) 1, pp. 30-42
Persistent link: https://www.econbiz.de/10010243646