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Real options as a component of the market value of stocks : evidence from the Spanish Stock Market

Alonso, Pablo de; Azofra Palenzuela, Valentín; … - In: Applied economics 37 (2005) 14, pp. 1673-1691

Persistent link: https://www.econbiz.de/10003081758

Mutual funds as an alternative to direct stock investment : a cointegration approach

Matallin, Juan Carlos; Nieto, Luisa - In: Applied financial economics 12 (2002) 10, pp. 743-750

Persistent link: https://www.econbiz.de/10001702514

An application of Padé approximation to volatility modeling

Gil Fari~na, María Candelaria; Lorenzo Alegría, Rosa … - In: International advances in economic research : IAER ; an … 5 (1999) 4, pp. 446-465

Persistent link: https://www.econbiz.de/10001490640

Emisiones y eficiencia : un análisis empírico del mercado primario de acciones en España

Rubio, Gonzalo - In: Revista española de economía 3 (1986) 2, pp. 225-248

Persistent link: https://www.econbiz.de/10001035597

Country and industry equity risk premia in the euro area : an intertemporal approach

Cappiello, Lorenzo (contributor); Lo Duca, Marco (contributor) - 2008

This paper provides new evidence on the dynamics of equity risk premia in euro area stock markets across country and industry portfolios. We develop and estimate a conditional intertemporal CAPM where returns on aggregate euro area, country and industry portfolios depend on the market risk as...