Similar Search Results

Credit conditions and stock return predictability

Chava, Sudheer; Gallmeyer, Michael F.; Park, Heungju - In: Journal of monetary economics 74 (2015), pp. 117-132

Persistent link: https://www.econbiz.de/10011381769

Credit Conditions and Stock Return Predictability

Chava, Sudheer - 2015

We analyze U.S. stock return predictability using a measure of credit standards (Standards) derived from the Federal Reserve Board's Senior Loan Officer Opinion Survey on Bank Lending Practices. Standards is a strong predictor of stock returns at a business cycle frequency, especially in the...

Persistent link: https://www.econbiz.de/10013039035

North Africa stock markets : analysis of long memory and persistence of shocks

Onour, Ibrahim A. - In: International journal of monetary economics and finance 3 (2010) 2, pp. 101-111

Persistent link: https://www.econbiz.de/10003972063

North Africa stock markets : analysis of unit root and long memory process

Onour, Ibrahim A. - 2009

Persistent link: https://www.econbiz.de/10009413160

Mutual fund performance in Tunisia : a multivariate GARCH approach

Hammami, Yacine; Jilani, Faouzi; Oueslati, Abdelmonem - In: Research in international business and finance 29 (2013), pp. 35-51

Persistent link: https://www.econbiz.de/10009759915

The Tunisian stock market index volatility : long memory vs. switching regime

Charfeddine, Lanouar; Ajmi, Ahdi Noomen - In: Emerging markets review 16 (2013), pp. 145-169

Persistent link: https://www.econbiz.de/10010243139

Does the expectations hypothesis explain the term structure of treasury bond yields in Tunisia?

Boukhatem, Jamel - In: The journal of applied business research 32 (2016) 1, pp. 239-254

Persistent link: https://www.econbiz.de/10011436544

A generalized autoregressive conditional heteroskedasticity examination of the relationship between trading volume and conditional volatility in the Tunisian stock market : evidenc...

Belhaj, Fethi; Abaoub, Ezzeddine - In: International journal of economics and financial issues … 5 (2015) 2, pp. 354-364

Persistent link: https://www.econbiz.de/10011453520

An empirical essay to explain the contrarian profits in the Tunisian stock market : behavioral approach vs. rational approach

Boussaidi, Ramzi - In: International journal of economics and finance 7 (2015) 12, pp. 11-28

Persistent link: https://www.econbiz.de/10011411578

Do excess returns vary across de facto exchange rate regimes? : a Markov switching model analysis

Abdelbaky, Mahmoud; Sylwester, Kevin - In: Indian journal of economics & business : IJEB 5 (2006) 2, pp. 301-314

Persistent link: https://www.econbiz.de/10003391448

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