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Analysts' dividend forecasts as a basis for portfolio selection and for the calculation of market risk premia
Becker, Franziska; Breuer, Wolfgang; Gürtler, Marc - In: Stock returns : cyclicity, prediction and economic …, (pp. 69-90). 2009
Persistent link: https://www.econbiz.de/10003944995
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The impact of a new futures contract on risk premia in the term structure : an APT analysis for French government bonds
Citanna, Alessandro - In: Financial markets' liberalisation and the role of banks, (pp. 218-247). 1993
Persistent link: https://www.econbiz.de/10001282492
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Analysts' dividend forecasts, portfolio selection, and market risk premia
Breuer, Wolfgang; Feilke, Franziska; Gürtler, Marc - In: Operations research proceedings 2007 : selected papers …, (pp. 251-256). 2008
Persistent link: https://www.econbiz.de/10003717459
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Capital income taxes and the ex-day premium - new evidence from a cross-country analysis
Overesch, Michael; Tassius, Alexander - In: Capital market effects of taxes and corporate tax avoidance, (pp. 43-77). 2016
Persistent link: https://www.econbiz.de/10011733587
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Liquidity risk in credit default swap markets
Junge, Benjamin; Trolle, Anders B. - In: Essays on the market structure and pricing of credit …, (pp. 1-33, 105-123). 2016
The first chapter, which is joint work with Anders B. Trolle, analyzes whether liquidity risk is priced in the cross section of returns on credit default swaps (CDSs). The analysis is based on a factor pricing model and a tradable liquidity factor that is constructed from returns on index...
Persistent link: https://www.econbiz.de/10011903311
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The Spanish electricity intraday market : prices and liquidity risk
Furió, Dolores; Lucia, Julio J.; Meneu Ferrer, Vicente - In: European economic and political developments, (pp. 85-102). 2011
Persistent link: https://www.econbiz.de/10009309493
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Risk premium, market price of risk, and stochastic price models for commodities
Abadie, Luis M. - In: Financial asset pricing : theory, global policy and dynamics, (pp. 85-110). 2011
Persistent link: https://www.econbiz.de/10009520343
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Bank fragility in Japan, 1995 to 2003
Itō, Takatoshi; Harada, Kimie - In: Japan's great stagnation : financial and monetary …, (pp. 33-60). 2006
Persistent link: https://www.econbiz.de/10003356250
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Intertemporal risk in foreign currency markets
McCurdy, Thomas H. - In: The exchange rate and the economy : [proceedings of a …, (pp. 325-355). 1993
Persistent link: https://www.econbiz.de/10001295874
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Equities: what can they tell us about the real economy?
Hayes, Simon - In: The role of asset prices in the formulation of monetary …, (pp. 178-195). 1998
Persistent link: https://www.econbiz.de/10001325170