Mar 30 2025 Shiba Suzuki and Hiroaki Yamagami   Pessimism toward climate disasters and asset prices: A quantitative investigation   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 18 2021 Jing Li   On Estimating Risk Premium With Flexible Fourier Form   Abstract  Contact Information  Citation  Full Text  -  Note   Jan 01 2020 Nawazish Mirza , Amir Hasnaoui and Birjees Rahat   Credit Quality and Stock Returns of Commercial Banks   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Dec 10 2018 Juanjuan Zhuo and Masao Kumamoto   Threshold effects of population aging on stock prices   Abstract  Contact Information  Citation  Full Text  -  Note   Jun 11 2016 Pepin Dominique   The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model   Abstract  Contact Information  Citation  Full Text  -  Note   Jul 26 2014 Josh Stillwagon   Reexamining what survey data say about currency risk and irrationality using the cointegrated VAR   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Mar 05 2013 Khaled Guesmi , Mohamed Hedi Arouri , Ilyes Abid and Frédéric Teulon   On the Determinants of Equity International Risk Premium: Are Emerging Zones Different?   Abstract  Contact Information  Citation  Full Text  -  Note   Aug 14 2012 Walid Chkili   Is currency risk priced for emerging stock markets?   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   May 17 2012 Yunmi Kim   Autoregressive conditional beta   Abstract  Contact Information  Citation  Full Text  -  Note   May 12 2011 João Caldeira and Luiz Furlani   Break-even inflation rate and the risk premium: an alternative approach to the VAR models in forecasting the CPI   Abstract  Contact Information  Citation  Full Text  -  Preliminary Result   Apr 10 2011 Khaled Guesmi   Time varying regional integration in emerging stock market   Abstract  Contact Information  Citation  Full Text  -  Note   Apr 21 2010 Arouri Mohamed El Hédi and Jawadi Fredj   On the Impacts of Crisis on the Risk Premium: Evidence from the US Stock Market using a Conditional CAPM   Abstract  Contact Information  Citation  Full Text  -  Note   May 22 2007 Quentin Wodon   Constructing Fama-French Factors from style indexes: Japanese evidence   Abstract  Contact Information  Citation  Full Text  -  Note   Feb 21 2007 Vincent Bouvatier   Are International Interest Rate Differentials Driven by the Risk Premium? The Case of Asian Countries   Abstract  Contact Information  Citation  Full Text  -  Note