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Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds

Beaulieu, Marie-Claude; Khalaf, Lynda; Kichian, Maral; … - In: Econometric reviews 41 (2022) 10, pp. 1205-1242

Persistent link: https://www.econbiz.de/10013490702

Skewed distributions in finance and actuarial science : a review

Adcock, Christopher; Eling, Martin; Loperfido, Nicola - In: The European journal of finance 21 (2015) 13/15, pp. 1253-1281

Persistent link: https://www.econbiz.de/10011419878

Asset pricing with time-varying betas for stock traded on S&P 500

Messis, Petros; Zapranis, Achilleas - In: Applied economics 46 (2014) 34/36, pp. 4508-4518

Persistent link: https://www.econbiz.de/10010462694

Identifying proxies for risk-free assets : evidence from the zero-beta capital asset pricing model

He, Zhen; O’connor, Fergal; Thijssen, Jacco J. J. - In: Research in international business and finance 63 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10014248949

Changes in risk and asset prices

Schlesinger, Harris; Gollier, Christian - 2001

We examine asset prices in a representative-agent model of general equilibrium. Assuming only that individuals are risk averse, we determine conditions on the changes in asset risk that are both necessary and sufficient for the asset price to fall. We show that these conditions neither imply,...

Persistent link: https://www.econbiz.de/10011398103