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An analysis of the relation between return and beta for portfolios of Turkish equities
Terregrossa, Salvatore J.; Eraslan, Veysel - In: Cogent economics & finance 4 (2016) 1, pp. 1-8
The present study investigates the possible existence of a systematic relation between beta and excess-return for portfolios of Turkish equities. In the process, no systematic relation is found between beta and realized portfolio excessreturn, in an unconditional sense. However, the study does...
Persistent link: https://www.econbiz.de/10011450716
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The fear premium and daily comovements of the S&P E/P ratio and treasury yields before and during the 2008 financial crisis
Faugère, Christophe (contributor) - 2013
Persistent link: https://www.econbiz.de/10010189580
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How has Covid-19 infected the stock market and exchange rate? : (a case study of infected vs. uninfected countries)
Fadli, Faishal; S. S., Vietha Devia - In: International journal of monetary economics and finance … 15 (2022) 5, pp. 407-429
Persistent link: https://www.econbiz.de/10014320488
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The impact of macroeconomic factors on the US Stock Exchange
Süslü, Cemil - In: International journal of sustainable economies … 11 (2022) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10014290717
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Volatility transmission and asymmetric linkages between the stock and foreign exchange markets : a sectoral analysis
Fu, Tian Yong; Holmes, Mark J.; Choi, Daniel F. S. - In: Studies in economics and finance 28 (2011) 1, pp. 36-50
Persistent link: https://www.econbiz.de/10009007562
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Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad; Umar, Zaghum; Gubareva, Mariya; Dang … - In: Applied economics 55 (2023) 52, pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
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A slowly evolving mean of the price-to-dividend ratio, its economic influences and predictive power for stock returns
Herwartz, Helmut; Rengel, Malte; Fang, Xu - In: An analysis of long-term influences on financial …, (pp. 7-41). 2014
Persistent link: https://www.econbiz.de/10010480408
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Stock return predictability : using the cyclical component of the price ratio
McMillan, David G. - In: Research in international business and finance 48 (2019), pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
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Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices
Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798
Persistent link: https://www.econbiz.de/10009708796
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Multivariate maximum entropy densities applied for multivariate analysis of financial time series
Gao, Yang - 2014 - 1. Aufl.
Persistent link: https://www.econbiz.de/10010383443