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Time-varying risk aversion and international stock returns
Guidolin, Massimo; Hansen, Erwin; Cabrera, Gabriel - 2023 - This version: August 2023
Persistent link: https://www.econbiz.de/10014470638
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Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.; Harvey, Campbell R. - 1996
Persistent link: https://www.econbiz.de/10000617696
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The equity risk premium : the long-run future of the stock market
Cornell, Bradford - 1999
Persistent link: https://www.econbiz.de/10000679594
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Stock returns and expected business conditions : half a century of direct evidence
Campbell, Sean D. (contributor);  … - 2005 - Rev.
Persistent link: https://www.econbiz.de/10003726399
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Stock returns and expected business conditions: half a century of direct evidence
Campbell, Sean D.; Diebold, Francis X. - In: Journal of business & economic statistics : JBES ; a … 27 (2009) 2, pp. 266-278
Persistent link: https://www.econbiz.de/10003885790
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Three essays on asset pricing and portfolio allocation
Zhang, Zhe - 2004
Persistent link: https://www.econbiz.de/10003387672
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Characteristic timing
Greenwood, Robin; Hanson, Samuel G. - 2010
Persistent link: https://www.econbiz.de/10003966418
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Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
Persistent link: https://www.econbiz.de/10009559443
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Essays in consumption-based asset pricing models
Garduño Arredondo, Hugo Alejandro - 2008
Persistent link: https://www.econbiz.de/10011389669
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A methodology for computing and comparing implied equity and corporate-debt Sharpe Ratios
Goldberg, Robert S. - In: Review of quantitative finance and accounting 44 (2015) 4, pp. 733-754
Persistent link: https://www.econbiz.de/10011333146