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Economic activity measures in nonlinear asset pricing
Harvey, Campbell R. - 1995
Persistent link: https://www.econbiz.de/10001216202
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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Winter blues and time variation in the price of risk
Garrett, Ian; Kamstra, Mark J.; Kramer, Lisa A. - In: Journal of empirical finance 12 (2005) 2, pp. 291-316
Persistent link: https://www.econbiz.de/10002685123
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The cost of equity for global banks : a CAPM perspective from 1990 to 2009
King, Michael R. - In: BIS quarterly review : international banking and … (2009), pp. 59-73
Persistent link: https://www.econbiz.de/10003884997
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International stock market liquidity
Stahel, Christof W. - 2004
Persistent link: https://www.econbiz.de/10003550231
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Winter blues and time variation in the price of risk
Garrett, Ian (contributor); Kamstra, Mark J. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002572427
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The Book-to-Market and size effects in a general asset pricing model : evidence from seven national markets
Maroney, Neal; Protopapadakis, Aris A. - In: European finance review : the official journal of the … 6 (2002) 2, pp. 189-221
Persistent link: https://www.econbiz.de/10001707963
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Is the currency risk priced in equity markets?
Giurda, Francesco (contributor); Tzavalis, Elias (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
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The effect of the Nikkei and the S&P on the all-ordinaries : a comparison of three models
Lim, Guay C.; McNelis, Paul D. - In: International journal of finance & economics : IJFE 3 (1998) 3, pp. 217-228
Persistent link: https://www.econbiz.de/10001434202