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Equity Risk Premium and Future Economic Growth: A Reexamination - L’equity risk premium e la crescita economica futura: un riesame

Homaifar, Ghassem A.; Salimullah, Abul Hasnat Muhammed - In: Economia Internazionale / International Economics 67 (2014) 3, pp. 373-385

This study analyzes equity risk premium, that is the incremental return over and above the return on risk free securities for assuming the risk. Using GARCH estimate reveals strong positive correlation between growth rate of GDP and that of the equity risk premium. An increase in future economic...

Persistent link: https://www.econbiz.de/10010991497

Managing global financial and foreign exchange rate risk

Homaifar, Ghassem A. - 2004

Persistent link: https://www.econbiz.de/10013490322

The case for securitization of credit in Iran

Homaifar, Ghassem - In: Economia internazionale 59 (2006) 2, pp. 175-197

Persistent link: https://www.econbiz.de/10003374104

Equity yields in models considering higher moments of the return distribution

Homaifar, Ghassem - In: Applied economics 20 (1988) 3, pp. 325-334

Persistent link: https://www.econbiz.de/10001047146

Long run relationship between money, output, and inflation

Homaifar, Ghassem; Zhang, Nan - In: Economia internazionale 61 (2008) 4, pp. 687-709

Persistent link: https://www.econbiz.de/10003794476

Balance of payment problems : the case of Argentina, Brazil, and Chile

Homaifar, Ghassem - In: Journal of business and economic perspectives 34 (2008) 1, pp. 66-73

Persistent link: https://www.econbiz.de/10003869244

Intertemporal test of beta stationarity performance of Islamic sector structured mutual funds

Haddad, Mahmoud; Homaifar, Ghassem; Ahmedov, Hikmat; … - In: Journal for international business and entrepreneurship … 4 (2009) 4, pp. 275-285

Persistent link: https://www.econbiz.de/10008647210

The long-run relationship between stock return dispersion and output

Homaifar, Ghassem; Adongo, Jonathan; Zhao, Kevin - In: Applied economics 45 (2013) 7/9, pp. 943-952

Persistent link: https://www.econbiz.de/10009718486

The economics of racial discrimination

Naqvi, Nadeem; Homaifar, Ghassem - In: Economia internazionale 57 (2004) 3, pp. 334-348

Persistent link: https://www.econbiz.de/10002452511

Openness and economic growth in Japan and South Korea : an empirical investigation

Deme, Mamit; Homaifar, Ghassem - In: Economia internazionale 54 (2001) 2, pp. 163-175

Persistent link: https://www.econbiz.de/10001597376

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