Narrow search
Showing 1 - 10 of 7,242
Cover Image
Stock markets and real-time macroeconomic data
Hartmann, Daniel - 2007
Persistent link: https://www.econbiz.de/10003516924
Cover Image
Nexus between stock returns, funding liquidity and COVID-19
Marozva, Godfrey; Magwedere, Margaret Rutendo - In: Spoudai : journal of economics and business 71 (2021) 3/4, pp. 86-100
Using a panel of stock indices of the BRICS countries from 31 December 2019 to 17 October 2020, the nexus between funding liquidity, stock returns and COVID-19 pandemic is examined using the fixed effects model. Results show that funding liquidity and the COVID-19 pandemic interacts positively...
Persistent link: https://www.econbiz.de/10013169366
Cover Image
Return seasonalities in government bonds and macroeconomic risk
Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116
Persistent link: https://www.econbiz.de/10012121248
Cover Image
Macroeconomic risks and REITs returns : a comparative analysis
Kola, Katlego; Kodongo, Odongo - In: Research in international business and finance 42 (2017), pp. 1228-1243
Persistent link: https://www.econbiz.de/10011760970
Cover Image
Financial distress risk and momentum effects : evidence from China's stock market
Wang, Qian - In: International journal of economics and finance 9 (2017) 12, pp. 153-161
Persistent link: https://www.econbiz.de/10011782901
Cover Image
New evidence on economic policy uncertainty and equity premium
Li, Xiaoming - In: Pacific-Basin finance journal 46 (2017), pp. 41-56
Persistent link: https://www.econbiz.de/10011800916
Cover Image
A threshold effect of COVID-19 risk on oil price returns
Sun, Yiguo; Li, Delong; Suo, Chenyi; Wang, Yu - In: Energy economics 120 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014283262
Cover Image
Momentum profits, factor pricing, and macroeconomic risk
Liu, Laura Xiaolei; Zhang, Lu - In: The review of financial studies 21 (2008) 6, pp. 2417-2448
Persistent link: https://www.econbiz.de/10003805065
Cover Image
Momentum profits, factor pricing, and macroeconomic risk
Liu, Laura Xiaolei (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003746214
Cover Image
Empirische Validierung von Kapitalmarktmodellen : Untersuchungen zum CAPM und zur APT für den deutschen Aktienmarkt
Ulschmid, Christoph - 1994
Persistent link: https://www.econbiz.de/10000891941