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Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence

Kim, Seonghoon; Moon, Seongman - In: Applied economics letters 29 (2022) 7, pp. 635-639

Persistent link: https://www.econbiz.de/10013171008

Panel data models with unobserved multiple time-varying effects to estimate risk premium of corporate bonds

Bada, Oualid; Kneip, Alois - 2010 - This version: October 19, 2010

We use a panel cointegration model with multiple time- varying individual effects to control for the enigmatic missing … Spread ; Systematic Risk Premium ; Panel Data Model with Interactive Fixed Effects ; Factor Analysis ; Dimensionality … Criteria ; Panel Cointegration …

Persistent link: https://www.econbiz.de/10009124813

Forecasting equity premium in a panel of OECD countries : the role of economic policy uncertainty

Christou, Christina; Gupta, Rangan - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 243-248

Persistent link: https://www.econbiz.de/10012417600

Quantitative easing and sovereign yield spreads : Euro-area time-varying evidence

Afonso, António; Jalles, João Tovar - In: Journal of international financial markets, … 58 (2019), pp. 208-224

Persistent link: https://www.econbiz.de/10012127849

The sensitivity of credit default swap premium to global risk factor : evidence from emerging markets

Cepni, Oguzhan; Kucuksarac, Doruk; Yilmaz, M. Hasan - In: Economics letters 159 (2017), pp. 74-77

Persistent link: https://www.econbiz.de/10011903387

Local currency bond risk premia : a panel evidence on emerging markets

Cepni, Oguzhan; Güney, Ethem - In: Emerging markets review 38 (2019), pp. 182-196

Persistent link: https://www.econbiz.de/10012312729

What explains the equity risk premium in ASEAN countries?

Kim, Soo-hyun; Villalobos, Katherine - In: The journal of applied business research 32 (2016) 6, pp. 1707-1722

Persistent link: https://www.econbiz.de/10011627896

Determinants of corporate credit spread : evidence from India

Thakur, Bhanu Pratap Singh; Kannadhasan, M.; Goyal, Vinay - In: Decision 45 (2018) 1, pp. 59-73

Persistent link: https://www.econbiz.de/10011887007

Diversification with Idiosyncratic Credit Spreads : A Pooled Estimation on Heterogeneous Panels

LIn, William T.; Sun, David S. - 2010

pooled estimation we conducted proves to be superior in working with individual corporate bond data panels and helps related …

Persistent link: https://www.econbiz.de/10014198732

Does the Prediction Horizon Matter for the Forward Premium Anomaly? Evidence from Panel Data

Yang, Kun; Shintani, Mototsugu - 2010

The forward unbiasedness regression is revisited by varying the prediction horizons from 1 day to 1 year. The panel …

Persistent link: https://www.econbiz.de/10014225568