Narrow search
Showing 1 - 10 of 7,050
Cover Image
Movements in yields, not the equity premium : Bernanke-Kuttner redux
Nagel, Stefan; Xu, Zhengyang - 2024
premium. We reach this conclusion based on a new model-free method that uses dividend futures prices to obtain the …
Persistent link: https://www.econbiz.de/10015052545
Cover Image
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de; Noss, Joseph - 2012
Persistent link: https://www.econbiz.de/10009559811
Cover Image
The pricing of digital art
Chen, Yi-Hsuan; Kräussl, Roman; Verwijmeren, Patrick - 2023
The intersection of recent advancements in generative artificial intelligence and blockchain technology has propelled digital art into the spotlight. Digital art pricing recognizes that owners derive utility beyond the artwork's inherent value. We incorporate the consumption utility associated...
Persistent link: https://www.econbiz.de/10014455255
Cover Image
Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://www.econbiz.de/10012116456
Cover Image
Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445
Cover Image
Stock returns and equity premium evidence using dividend price ratios and dividend yields in Malaysia
Allen, David E.; Imbarine Bujang - 2009
Persistent link: https://www.econbiz.de/10008667285
Cover Image
Asset pricing with regime-dependent preferences and learning
Berrada, Tony; Detemple, Jérôme B.; Rindisbacher, Marcel - 2013
. The ability to explain the dividend strips puzzle, the term structure of interest rates and the predictive behavior of the …
Persistent link: https://www.econbiz.de/10010256362
Cover Image
A forecast evaluation of expected equity return measures
Chin, Michael; Polk, Christopher - 2015
Persistent link: https://www.econbiz.de/10010497568
Cover Image
Robust-H-infinity forecasting and asset pricing anomalies
Tornell, Aaron - 2000
Persistent link: https://www.econbiz.de/10001488085
Cover Image
Risks for the long run : a potential resolution of asset pricing puzzles
Bansal, Ravi; Yaron, Amir - 2000
Persistent link: https://www.econbiz.de/10001537278