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Macroeconomic effects of demographic change: the role of human capital
Geppert, Christian - 2015
to college households in terms of welfare. Chapter 2 disentangles the effect of demographic change on returns to risk …. Chapter 3 develops a method for computing transitional dynamics in heterogeneous agent models with aggregate risk if these …
Persistent link: https://www.econbiz.de/10011432257
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Intermediary asset pricing : new evidence from many asset classes
He, Zhiguo; Kelly, Bryan T.; Manela, Asaf - 2016
Persistent link: https://www.econbiz.de/10011434778
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Chinese economic policy uncertainty and the cross-section of U.S. asset returns
Lee, Kiryoung; Jeon, Yoontae; Nam, Eun-Young - In: International review of economics & finance : IREF 76 (2021), pp. 1063-1077
Persistent link: https://www.econbiz.de/10013176785
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Where's the kink? : disappointment events in consumption growth and equilibrium asset prices
Delikouras, Stefanos - In: The review of financial studies 30 (2017) 8, pp. 2851-2889
Persistent link: https://www.econbiz.de/10011755637
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Can US trade policy uncertainty help in predicting stock market excess return?
Li, Dakai; Zhang, Fan; Li, Xuezhi - In: Finance research letters 49 (2022), pp. 1-5
Persistent link: https://www.econbiz.de/10013479261
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Volatility in U.S. housing sector and the reit equity return
Alam, Masud - In: The journal of real estate finance and economics 69 (2024) 3, pp. 505-544
Persistent link: https://www.econbiz.de/10015080953
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Stock return extrapolation, option prices, and variance risk premium
Atmaz, Adem - In: The review of financial studies 35 (2022) 3, pp. 1348-1393
Persistent link: https://www.econbiz.de/10012878993
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Volatility information difference between CDS, options, and the cross section of options returns
Guo, Biao; Shi, Yukun; Xu, Yaofei - In: Quantitative finance 20 (2020) 12, pp. 2025-2036
Persistent link: https://www.econbiz.de/10012313548
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Economic uncertainty : mispricing and ambiguity premium
Cai, Charlie X.; Fu, Xi; Kerestecioglu, Semih - In: European financial management : the journal of the … 29 (2023) 5, pp. 1702-1751
Persistent link: https://www.econbiz.de/10014430235
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CAPM model applied to the Portuguese stock market
Teixeira, Natália; Silva, Mariana; Silva, Rui Vinhas da; … - In: International journal of electronic finance : IJEF 12 (2023) 1, pp. 55-63
Persistent link: https://www.econbiz.de/10014309629