Showing 1 - 10 of 7,067
Persistent link: https://www.econbiz.de/10003776581
This paper investigates the exposure of industry level portfolios to oil price shocks. Our paper utilizes the Campbell (1991) decomposition of stock returns based on a log-linear approximation to the discounted present value relation while allowing for time varying expected returns. The results...
Persistent link: https://www.econbiz.de/10008908877
Persistent link: https://www.econbiz.de/10003958487
Persistent link: https://www.econbiz.de/10003921070
Persistent link: https://www.econbiz.de/10009570261
Persistent link: https://www.econbiz.de/10009510308
Persistent link: https://www.econbiz.de/10009553357
Persistent link: https://www.econbiz.de/10009535087
Persistent link: https://www.econbiz.de/10010126020