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1
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date (oldest first)
1
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2009
.K., Japan, France, Germany, Canada, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland,
Denmark
…
Persistent link: https://www.econbiz.de/10014488074
Saved in:
2
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2002
-
1. ed.
Persistent link: https://www.econbiz.de/10001635057
Saved in:
3
The term structure of interest rates in
Denmark
1982 - 89 : testing the rational expectations constant liquidity premium
theory
Engsted, Tom
- In:
Bulletin of economic research
45
(
1993
)
1
,
pp. 19-37
Persistent link: https://www.econbiz.de/10001138154
Saved in:
4
Inefficiency of foreign exchange markets and expectations : survey evidence
Strøjer Madsen, Erik
- In:
Applied economics
28
(
1996
)
4
,
pp. 397-403
Persistent link: https://www.econbiz.de/10001197855
Saved in:
5
Estimating the volatility of non-life premium risk under Solvency II : discussion of Danish fire insurance data
Cerchiara, Rocco Roberto
;
Acri, Francesco
- In:
Risks : open access journal
8
(
2020
)
3/74
,
pp. 1-19
We studied the volatility assumption of non-life premium risk under the Solvency II Standard Formula and developed an empirical model on real data, the Danish fire insurance data. Our empirical model accomplishes two things. Primarily, compared to the present literature, this paper innovates the...
Persistent link: https://www.econbiz.de/10012293140
Saved in:
6
A general approach to recovering market expectations from futures prices with an application to crude oil
Baumeister, Christiane
;
Kilian, Lutz
-
2016
Futures markets are a potentially valuable source of information about price expectations. Exploiting this information has proved difficult in practice, because time-varying risk premia often render the futures price a poor measure of the market expectation of the price of the underlying asset....
Persistent link: https://www.econbiz.de/10011434566
Saved in:
7
A puzzle of excessive equity risk premium and the case of Poland
Kliber, Paweł
- In:
E-Finanse : finansowy kwartalnik internetowy
12
(
2016
)
1
,
pp. 1-11
The article presents a historical review of the literature related to the empirical problem of excessive risk premium. The risk premium (the difference between the return on equities and risk-free rate) observed in financial markets cannot be reconciled with theoretical models of financial...
Persistent link: https://www.econbiz.de/10011539760
Saved in:
8
Asset pricing with disagreement and uncertainty about the length of business cycles
Andrei, Daniel
;
Carlin, Bruce Ian
;
Hasler, Michael
- In:
Management science : journal of the Institute for …
65
(
2019
)
6
,
pp. 2900-2923
Persistent link: https://www.econbiz.de/10012039878
Saved in:
9
Equilibrium equity price with optimal dividend policy
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686852
Saved in:
10
Predicting returns on asset markets of a small, open economy and the influence of global risks
Haab, David R.
;
Nitschka, Thomas
-
2017
Persistent link: https://www.econbiz.de/10011794321
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