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Regime-switching sunspot equilibria in a one-sector growth model with aggregate decreasing returns and small externalities

Kamihigashi, Takashi - In: Sunspots and non-linear dynamics : essays in honor of …, (pp. 125-146). 2017

Persistent link: https://www.econbiz.de/10011850370

Habits die hard : implications for bond and stock markets internationally

Nitschka, Thomas; Satkurunathan, Shajivan - 2021

This paper assesses whether the global fall in inflation expectations together with increased fear of recession, the economic mechanism that drives asset prices in a model with consumption habits, help to explain the downward trajectory in nominal government bond yields and the stock price...

Persistent link: https://www.econbiz.de/10013327990

Delegated trade and the pricing of public and private information

Taylor, Daniel J.; Verrechia, Robert E. - In: Journal of accounting & economics 60 (2015) 2/3, pp. 8-32

Persistent link: https://www.econbiz.de/10011437509

Discussion of delegated trade and the pricing of public and private information

Bloomfield, Matthew J.; Bloomfield, Robert - In: Journal of accounting & economics 60 (2015) 2/3, pp. 104-109

Persistent link: https://www.econbiz.de/10011437512

Equity risk premium puzzle : the case of Indian stock market

Rajhans, Rajni Kant - In: The IUP journal of applied finance : IJAF 21 (2015) 3, pp. 50-56

Persistent link: https://www.econbiz.de/10011480737

Modeling variance risk premium

Gnameho, Kossi; Kanniainen, Juho; Yue, Ye - In: Mathematical and statistical methods for actuarial …, (pp. 129-141). 2017

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Lévy-Vasicek models and the long-bond return process

Brody, Dorje C.; Hughston, Lane P.; Meier, David M. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10011889447

Dividend growth and equity premium predictability

Zhu, Min; Chen, Rui; Du, Ke; Wang, You-Gan - In: International review of economics & finance : IREF 56 (2018), pp. 125-137

Persistent link: https://www.econbiz.de/10012033679

Summary of "an empirical analysis of priced systematic risk on bonds and market segmentation"

Murphy, Austin; Benzschawel, Terry; Fu, Liang - In: Proceedings of the Second International Conference on …, (pp. 116-119). 2014

Persistent link: https://www.econbiz.de/10011388084

The sovereign spread in Asian emerging economies : the significance of external versus internal factors

Banerji, Sanjay; Ventouri, Alexia; Wang, Zilong - In: Economic modelling 36 (2014), pp. 566-576

Persistent link: https://www.econbiz.de/10010416353