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When markets fail : asset prices, government expenditures, and the velocity of money
Warburton, Christopher E. S. - In: Applied econometrics and international development 13 (2013) 2, pp. 73-92
Persistent link: https://www.econbiz.de/10010385433
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Capital asset pricing model and conditional value at risk
Karapici, Valbona - In: Transformation in the light of theory and globalization …, (pp. 157-187). 2008
Persistent link: https://www.econbiz.de/10003773181
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Complex interactions in financial markets
Finger, Karl - 2014
Persistent link: https://www.econbiz.de/10011305495
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The present value model revisited : an application to the Italian price-rent ratio
Kim, Jan R.; Lim, Gieyoung - In: Modern economy 6 (2015) 6, pp. 727-734
Persistent link: https://www.econbiz.de/10011384573
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Non linearità nei fondamentali dei rendimenti azionari italiani
Guizzardi, Andrea; Paruolo, Paolo - In: Ricerche quantitative per la politica economica 1997 : …, (pp. 525-552). 1999
Persistent link: https://www.econbiz.de/10001541655
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Excess stock returns and news : evidence from European markets
Malliaropulos, Dimitrios - In: European financial management : the journal of the … 4 (1998) 1, pp. 29-46
Persistent link: https://www.econbiz.de/10001244084
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Analysing the risk premium in the Italian stock market : ARCH-M models versus non-parametric models
Bottazzi, Laura - In: Applied economics 23 (1991) 3, pp. 535-541
Persistent link: https://www.econbiz.de/10001126367
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Costruzione e performance di tre indici di borsa
Ratti, Marco - In: Finanza imprese e mercati : quadrimestrale di finanza … 5 (1993) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001162253
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Testing non linearities in Italian stock exchange
Panunzi, Fausto - In: Rivista internazionale di scienze economiche e … 40 (1993) 6, pp. 559-574
Persistent link: https://www.econbiz.de/10001150192
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A bivariate threshold autoregressive model for the Italian stock market
Dacco, Roberto - 1994
Persistent link: https://www.econbiz.de/10000924812