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Essays on micromotives and macrobehavior, expectation formation, and asset price dynamics

Ghonghadze, Jaba - 2013

Persistent link: https://www.econbiz.de/10009706287

Market expectations and option prices : techniques and applications ; with 13 tables

Mandler, Martin - 2003

Persistent link: https://www.econbiz.de/10001746869

Excess Volatility in the Term Structure of Interest Rates, in Share Prices and in Eurozone Derivatives

Santini, Amia - 2022

1 Abstract -- 2 Introduction -- 3 Chapter I: Literature on the subject of excess volatility -- 4 Chapter II: Excess … volatility beyond discount rates -- 5 Chapter III: Evidence of excess volatility in the Eurozone market -- 6 Conclusions. …The phenomenon of excess volatility in the context of share prices and of the term structure of interest rates has been …

Persistent link: https://www.econbiz.de/10013192353

Excess Stock Returns and News : Evidence from European Markets

Malliaropulos, Dimitris - 2022

This paper aims at decomposing the forecast error variance of excess returns in five major European stock markets into the variance of news about future excess returns, dividends and real interest rates. Special emphasis is given on the issue of stationarity and structural breaks in the...

Persistent link: https://www.econbiz.de/10014236921