Narrow search
Showing 1 - 10 of 10,579
Cover Image
Housing Risk and Return : Evidence from a Housing Asset-Pricing Model
Case, Karl E. - 2019
This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper … by examining the impact of additional risk factors including aggregate stock market returns, idiosyncratic risk, momentum … measures of risk and other housing market fundamentals. Additional tests of the validity of the model using the Fama …
Persistent link: https://www.econbiz.de/10012906155
Cover Image
Weak dependence of CRRA on standard deviation in the case of truncated normal distribution of returns
Corradin, Fausto; Sartore, Domenico - 2016
Persistent link: https://www.econbiz.de/10011636658
Cover Image
Re-examining the risk-return relationship in Europe : linear or non-linear trade-off?
Salvador, Enrique; Floros, Christos; Aragó Manzana, Vicent - In: Journal of empirical finance 28 (2014), pp. 60-77
Persistent link: https://www.econbiz.de/10011284508
Cover Image
The risk-return trade-off in emerging markets
Salvador, Enrique - In: Emerging markets finance & trade : a journal of the … 48 (2012) 6, pp. 106-128
Persistent link: https://www.econbiz.de/10009721133
Cover Image
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
Cover Image
The VIX, the variance premium and stock market volatility
Bekaert, Geert; Hoerova, Marie - In: Journal of econometrics 183 (2014) 2, pp. 181-192
Persistent link: https://www.econbiz.de/10010506065
Cover Image
The risk premia embedded in index options
Andersen, Torben; Fusari, Nicola; Todorov, Viktor - In: Journal of financial economics 117 (2015) 3, pp. 558-584
Persistent link: https://www.econbiz.de/10011480313
Cover Image
The non-linear trade-off between return and risk : a regime-switching multi-factor framework
Cotter, John; Salvador, Enrique - 2014
Persistent link: https://www.econbiz.de/10010465672
Cover Image
Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi; Mo, Xuan; Yin, Libo - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 11, pp. 3139-3152
Persistent link: https://www.econbiz.de/10012607465
Cover Image
Risk, ambiguity, and equity premium : international evidence
Kim, Eung-Bin; Byun, Suk Joon - In: International review of economics & finance : IREF 76 (2021), pp. 321-335
Persistent link: https://www.econbiz.de/10013175824