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Financial crises, macroeconomic variables, and long-run risk : an econometric analysis of stock returns correlations (2000 to 2019)

Tronzano, Marco - In: Journal of risk and financial management : JRFM 14 (2021) 3/127, pp. 1-25

, notably in the case of the world equity risk premium. Finally, long-run risks are detected in all asset portfolios including …

Persistent link: https://www.econbiz.de/10012486245

Kapitalmarkttheorie und Aktienmarktanalyse

Peters, Hans-Walter - 1987

Persistent link: https://www.econbiz.de/10012700067

Why the World Economy Needs a Financial Crash and Other Critical Essays on Finance and Financial Economics.

Toporowski, Jan - 2010 - 1st ed.

Front Matter -- Half Title -- Advance Praise -- Title -- Copyright -- Contents -- Introduction -- 1 Why the World … -- 7 Inflation in Financial Markets -- History -- Bank In ation -- Financial In ation in Securities Markets -- The Theory … The Culture of Financial Inflation -- 9 Twentieth-Century Finance Theory: The Frauds of Economic Innocence -- 10 Fischer …

Persistent link: https://www.econbiz.de/10012687089

Carry momentum

Davis, Joshua M.; Dorsten, Matt; Gillmann, Normane; … - In: Financial analysts journal : FAJ 78 (2022) 1, pp. 5-38

Persistent link: https://www.econbiz.de/10013167451

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2011

: Static Portfolio Theory: CAPM and Extentsions -- Consumption Based Asset Pricing Models -- Asset Pricing Models with … theory, multi-agent and evolutionary approaches, capital asset pricing beyond consumption-based models, and dynamic portfolio …

Persistent link: https://www.econbiz.de/10013522915

The pricing of bad contagion in cryptocurrencies : a four-factor pricing model

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10013335981

Asset Prices, Booms and Recessions : Financial Economics from a Dynamic Perspective

Semmler, Willi - 2006 - Second Edition

Persistent link: https://www.econbiz.de/10013520458

The Global Multi-Asset Market Portfolio 1959-2012

Doeswijk, Ronald Q. - 2014

The global multi-asset market portfolio contains important information for strategic asset-allocation purposes. First, it shows the relative value of all asset classes according to the global financial investment community, which one could interpret as a natural benchmark for financial...

Persistent link: https://www.econbiz.de/10013062242

Journal of financial and quantitative analysis : JFQA

University of Washington / Graduate School of Business … - Seattle, Wash. : [Verlag nicht ermittelbar]; Cambridge … - 1.1966 -

Persistent link: https://www.econbiz.de/10001460487

The European journal of finance

Abingdon, Oxon : Routledge, Taylor & Francis Group; … - 1.1995 -

Persistent link: https://www.econbiz.de/10000547908