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A Note on: Global Macroeconomic shocks, Time-varying Covariances and Tests of the ICAPM
al, Andrew Clare et - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403817
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A Reexamination of the Case for Interest Ceilings on Consumer Credit
Hartropp, Andrew - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403818
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Did Membership of the Exchange Rate Mechanism Reduce the Equity Market Risk Premium ?
Antoniou, Antonios; Garrett, Ian; Priestly, R. - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403819
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Macroeconomic Shocks and the Domestic CAPM: Evidence from the UK Stock Market
al, Andrew Clare et - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403820
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Utility neutral option pricing under transaction costs
Davis, Mark; Monoyios, Michael - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403821
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Modelling the dividend behaviour of the aggregate US stock market .
Garrett, Ian; Priestley, Richard - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403822
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Non-synchronous Trading and the October 1987 Crash
Garrett, Ian - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403823
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Inflation, real interest rates and the bond market: a study of UK nominal and index-linked Government bond prices
Barr, David; Campbell, John - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403824
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Nonstationarity, structural breaks and the Fisher effect
Malliaropulos, Dimitrios - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403825
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Systematic Risk and Returns to Stock Index Futures Contracts: International Evidence
Antoniou, Antonios; Holmes, Philip - Economics and Finance Section, School of Social …
Persistent link: https://www.econbiz.de/10005403826