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Does debt ceiling and government shutdown help in forecasting the US equity risk premium?
Aye, Goodness C.; Deale, Frederick W.; Gupta, Rangan - In: Panoeconomicus 63 (2016) 3, pp. 273-291
Persistent link: https://www.econbiz.de/10011582003
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Three essays in dynamic macroeconomics
Levy, Daniel C. - 1990
Persistent link: https://www.econbiz.de/10000863257
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Wendepunkte in Finanzmärkten : Prognose und asset allocation
Huber, Claus - 2000
Persistent link: https://www.econbiz.de/10001461424
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Portfolio-Optimierung und Beta-Bestimmung unter Verwendung impliziter Informationen
Saßning, Sven - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009691279
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Essays on real interest rates, government debt and monetary policy
Mitra, Srobona - 2002
Persistent link: https://www.econbiz.de/10003777028
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Measuring plausibility of hypothetical interest rate shocks
Golub, Bennet W.; Tilman, Leo M. - In: Advanced bond portfolio management : best practices in …, (pp. 249-266). 2006
Persistent link: https://www.econbiz.de/10003280215
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Three essays on financial markets and institutions
Souto, Marcos Rietti - 2005
Persistent link: https://www.econbiz.de/10003904272
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Risk and return on technology stocks and the aggregate stock market
Khatchatrian, Varoujan - 2004
Persistent link: https://www.econbiz.de/10003384712
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Liquidity commonality and risk management
Weiß, Gregor; Supper, Hendrik - 2012
Persistent link: https://www.econbiz.de/10009507223
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Using a Z-score approach to combine value and momentum in tactical asset allocation
Wang, Peng; Kochard, Larry - In: The journal of wealth management 15 (2012/13) 1, pp. 52-71
Persistent link: https://www.econbiz.de/10009551723