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Het voorspellen van recessies : een survey

Valckx, Nico - In: Economisch en sociaal tijdschrift : een driemaandelijke … 54/55 (2000/01) 1, pp. 45-66

Persistent link: https://www.econbiz.de/10001498860

The decomposition of US and euro area stock and bond returns and their sensitivity to economic state variables

Valckx, Nico - In: The European journal of finance 10 (2004) 2, pp. 149-173

Persistent link: https://www.econbiz.de/10001982951

WTO financial services commitments : determinants and impact on financial stability

Valckx, Nico - In: International review of financial analysis 13 (2004) 4, pp. 517-541

Persistent link: https://www.econbiz.de/10002224933

Modeling asset premiums and the riskfree rate in general equilibrium CCAPM

Valckx, Nico - In: Review of quantitative finance and accounting 17 (2001) 2, pp. 107-126

Persistent link: https://www.econbiz.de/10001748142

WTO financial services commitments: Determinants and impact on financial stability

Valckx, Nico - In: International Review of Financial Analysis 13 (2004) 4, pp. 517-541

Persistent link: https://www.econbiz.de/10005221798

Modeling Asset Premiums and the Risk-Free Rate in General Equilibrium CCAPM.

Valckx, Nico - In: Review of Quantitative Finance and Accounting 17 (2001) 2, pp. 107-26

We elaborate on the consumption capital asset pricing model (CCAPM) to reveal a set of underlying forces that determine asset returns. We use generalized preferences, allow for labor-leisure choice, a broad asset portfolio, and holding international claims. A calibration of the model with US...

Persistent link: https://www.econbiz.de/10005542119