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Evaluating the C-CAPM and the...
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1
Evaluating the C-
CAPM
and the equity premium puzzle at short and long horizons : a Morkovian bootstrap approach
Engsted, Tom
;
Mammen, Enno
;
Tanggaard, Carsten
-
2000
Persistent link: https://www.econbiz.de/10001493825
Saved in:
2
Finding fair value in global equities : part II : forecasting returns
Daly, Kevin
;
Nielsen, Anders Ersbak Bang
;
Oppenheimer, Peter
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 56-70
Persistent link: https://www.econbiz.de/10003980036
Saved in:
3
The impact of individual and institutional investor sentiment on the market price of risk
Verma, Rahul
;
Soydemir, Gökçe A.
- In:
The quarterly review of economics and finance : journal …
49
(
2009
)
3
,
pp. 1129-1145
Persistent link: https://www.econbiz.de/10003873855
Saved in:
4
Variance risk premia in energy commodities
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 15-32
Persistent link: https://www.econbiz.de/10003961013
Saved in:
5
Computational issues in the stochastic discount factor framework for equity risk premium
Bhar, Ramaprasad
;
Malliaris, Anastasios G.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 235-249)
.
2014
Persistent link: https://www.econbiz.de/10011286583
Saved in:
6
The VIX, the variance premium and stock market volatility
Bekaert, Geert
;
Hoerova, Marie
-
2013
Persistent link: https://www.econbiz.de/10009744702
Saved in:
7
Cross-effects of fundamental state variables
Ewing, Bradley T.
- In:
Journal of macroeconomics
23
(
2001
)
4
,
pp. 633-645
Persistent link: https://www.econbiz.de/10001621983
Saved in:
8
International stock return differentials and real exchange rate changes
Malliaropulos, Dimitrios
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 493-511
Persistent link: https://www.econbiz.de/10001246595
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9
Global stock markets in the Twentieth century
Jorion, Philippe
;
Goetzmann, William N.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
3
,
pp. 953-980
Persistent link: https://www.econbiz.de/10001395677
Saved in:
10
The COVID-19 pandemic and corporate dividend policy
Cejnek, Georg
;
Randl, Otto
;
Zechner, Josef
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
7
,
pp. 2389-2410
Persistent link: https://www.econbiz.de/10012705169
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