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Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011

Persistent link: https://www.econbiz.de/10009406434

Stock return predictability and variance risk premia : statistical inference and international evidence

Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661

Persistent link: https://www.econbiz.de/10010487089

Schätzung der Risikoprämie auf Basis historischer Renditezeitreihen : 1960 - 2009

Ehrhardt, Jan - 2011 - 1. Aufl.

Persistent link: https://www.econbiz.de/10009389418

International stock return differentials and real exchange rate changes

Malliaropulos, Dimitrios - In: Journal of international money and finance 17 (1998) 3, pp. 493-511

Persistent link: https://www.econbiz.de/10001246595

Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence

Bollerslev, Tim - 2012

existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …

Persistent link: https://www.econbiz.de/10013115149

Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence

Bollerslev, Tim - 2012

existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …

Persistent link: https://www.econbiz.de/10013109053

International Stock Return Differentials and Real Exchange Rate Changes

Malliaropulos, Dimitris - 2022

This article investigates the link between international stock return differentials relative to the US and deviations from relative Purchasing Power Parity. Assuming that the real exchange rate and the relative stock price between two countries contain both permanent and temporary components, we...

Persistent link: https://www.econbiz.de/10013491880

Les reseaux de neurones artificiels : une application à prévision des prix des actifs financiers

Avouyi-Dovi, Sanvi; Caulet, Renaud - 1995

Persistent link: https://www.econbiz.de/10000923490

Industry costs of equity : evidence from frontier markets

Hourani, Alya; Wang, Yan; Demiralay, Sercan; McGroarty, … - In: International review of financial analysis 87 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014457459

Institutional effects on information content of US and French management earnings forecasts: evidence from market reactions and analyst revisions

Li, John Q.; Ding, Yuan - In: Advances in accounting : a research annual 24 (2008) 1, pp. 101-109

Persistent link: https://www.econbiz.de/10008700114

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