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Yield Curve Shifts and the Cross-Section of Global Equity Returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert J.; … - 2021
countries, we demonstrate that yield curve shifts predict future stock returns. The quintile of stock markets with the highest … yield curve shift strategy in an international investment portfolio …
Persistent link: https://www.econbiz.de/10013244504
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Interest rate changes and the cross-section of global equity returns
Zaremba, Adam; Cakici, Nusret; Bianchi, Robert; Long, … - In: Journal of economic dynamics & control 147 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
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The value of deposit insurance in the presence of interest rate and credit risk
Anderson, Ronald W.; Cakici, Nusret - In: Financial markets, institutions & instruments 8 (1999) 5, pp. 45-62
Persistent link: https://www.econbiz.de/10001444076
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The value of deposit insurance in the presence of interest rate and credit risk
Anderson, Ronald W.; Cakici, Nusret - 1993
Persistent link: https://www.econbiz.de/10000850977
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A model-independent measure of aggregate idiosyncratic risk
Bali, Turan G.; Cakici, Nusret; Levy, Haim - In: Journal of empirical finance 15 (2008) 5, pp. 878-896
Persistent link: https://www.econbiz.de/10003776398
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Maxing out : stocks as lotteries and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - 2009
Persistent link: https://www.econbiz.de/10003823652
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The conditional beta and the cross-section of expected returns
Bali, Turan G.; Cakici, Nusret; Tang, Yi - In: Financial management 38 (2009) 1, pp. 103-137
Persistent link: https://www.econbiz.de/10003851884
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World market risk, country-specific risk and expected returns in international stock markets
Bali, Turan G.; Cakici, Nusret - In: Journal of banking & finance 34 (2010) 6, pp. 1152-1165
Persistent link: https://www.econbiz.de/10003977937
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Idiosyncratic volatility and the cross section of expected returns
Bali, Turan G.; Cakici, Nusret - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 29-58
Persistent link: https://www.econbiz.de/10003692380
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Momentum and monthly effect : an anomaly within an anomaly!
Cakici, Nusret; Chatterjee, Sris - In: International journal of banking, accounting and finance 2 (2010) 2, pp. 176-192
Persistent link: https://www.econbiz.de/10003985979