Similar Search Results

Volatility risk measures and banks' leverage

Anselmi, Giulio - 2024

Persistent link: https://www.econbiz.de/10015046722

Romanian municipal bond market at Bucharest Stock Exchange : further investigations

Pop, Cornelia; Georgescu, Maria-Andrada - In: Theoretical and applied economics : GAER review 22 (2015) 1, pp. 145-176

Persistent link: https://www.econbiz.de/10011558424

Using the ICAPM to estimate the cost of capital of stock portfolios: empirical evidence on the Warsaw Stock Exchange

Urba´nski, Stanislaw; Leśkow, Jacek - In: Statistics in transition : an international journal of … 21 (2020) 1, pp. 73-94

The aim of this paper is to present the method for estimating the cost of capital of typical portfolios available on the Warsaw Stock Exchange. The authors introduce the three factor Fama-French model and its two modifications. They also apply the bootstrap method to evaluate the variability of...

Persistent link: https://www.econbiz.de/10012183556

Risk and return in the foreign exchange market : measurement without VARs

Luo, Shaowen - In: International finance : the only journal bridging the … 26 (2023) 1, pp. 64-81

Persistent link: https://www.econbiz.de/10014252174

Momentum in stock market returns : implications for risk premia on foreign currencies

Nitschka, Thomas - 2010

Persistent link: https://www.econbiz.de/10008668314

Modeling time varying volatility and asymmetry of Karachi Stock Exchange (KSE)

Saleem, Kashif - In: International journal of economic perspectives : IJEP 1 (2007) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10003983728

Do local or global risk factors explain the size, value and momentum trading pay-offs on the Warsaw Stock Exchange?

Waszczuk, Antonia - In: Applied financial economics 23 (2013) 19/21, pp. 1497-1508

Persistent link: https://www.econbiz.de/10010259376

Equity premium in Finland and long-term performance of the Finnish equity and money markets

Nyberg, Peter; Vaihekoski, Mika - In: Cliometrica : journal of historical economics and … 8 (2014) 2, pp. 241-269

Persistent link: https://www.econbiz.de/10010350398

Long-run stock returns : evidence from Belgium 1838 - 2010

Annaert, Jan; Buelens, Frans; Deloof, Marc - In: Cliometrica : journal of historical economics and … 9 (2015) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10010503418

Multifactor explanation of security returns in South Africa

Chukwulobelu, Osita; Fosu, Samuel; Coffie, William - In: International journal of management practice : IJMP 7 (2014) 4, pp. 380-397

Persistent link: https://www.econbiz.de/10010480220

1
2
3
4
5
6
7
8
9
10
Next
Last