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Expected returns and habit persistence
Li, Yuming - In: The review of financial studies 14 (2001) 3, pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
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Konsum, Dividenden und Aktienmarkt : Eine Kointegrationsanalyse
Seiler, Yvonne (contributor) - 2006
Theoretische Fundierung -- Ökonometrische Implikationen -- Untersuchungsmethoden -- Messung der relevanten Daten -- Stationarität und deskriptive Statistik -- Untersuchungsergebnisse -- Zusammenfassung, Beitrag und Ausblick.
Persistent link: https://www.econbiz.de/10014014177
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Konsum, Dividenden und Aktienmarkt : einen Kointegrationsanalyse
Seiler, Yvonne - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003270782
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Consumer confidence or the business cycle : what matters more for European expected returns?
Møller, Stig Vinther; Nørholm, Henrik; Rangvid, Jesper - In: Journal of empirical finance 28 (2014), pp. 230-248
Persistent link: https://www.econbiz.de/10011285064
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Factor multivariate stochastic volatility via Wishart processes
Philipov, Alexander; Glickman, Mark E. - In: Econometric reviews 25 (2006) 2/3, pp. 311-334
Persistent link: https://www.econbiz.de/10003355767
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Can fundamentals explain cross-country correlations of asset returns?
Restoy, Fernando (contributor); Rodríguez, Rosa (contributor) - 2005
Persistent link: https://www.econbiz.de/10003281242
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Asset booms and fat tails in East Asia : symmetric or asymmetric risks?
Socorro Gochoco-Bautista, Maria - In: Journal of macroeconomics 30 (2008) 4, pp. 1617-1640
Persistent link: https://www.econbiz.de/10003805641
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International asset prices : empirical evidence
Morales-Arias, Leonardo - 2009
Persistent link: https://www.econbiz.de/10003869496
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Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola (contributor) - 2007
Persistent link: https://www.econbiz.de/10003457458