Showing 1 - 10 of 204
Persistent link: https://www.econbiz.de/10010413248
Persistent link: https://www.econbiz.de/10003298637
Persistent link: https://www.econbiz.de/10003223147
Persistent link: https://www.econbiz.de/10003242867
This paper provides evidence on the degree of persistence of one of the key components of the CAPM, namely the market risk premium, as well as its volatility. The analysis applies fractional integration methods to data for the US, Germany and Japan, and for robustness purposes considers...
Persistent link: https://www.econbiz.de/10012199998
all variables proposed by theory, despite a broad set of fixed effects (FE). We find that both REERs are important and … multilateral resistances. Untangling normalization helps to get a better view of what is still unexplained by theory. …
Persistent link: https://www.econbiz.de/10011791519
Persistent link: https://www.econbiz.de/10000870268
Persistent link: https://www.econbiz.de/10000168325
Persistent link: https://www.econbiz.de/10000994027
Persistent link: https://www.econbiz.de/10002119461