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