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Equity premia as low as three...
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1
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2002
-
1. ed.
Persistent link: https://www.econbiz.de/10001635057
Saved in:
2
Triumph of the optimists : 101 years of global investment returns
Dimson, Elroy
;
Marsh, Paul
;
Staunton, Mike
-
2009
.K.,
Japan
,
France
,
Germany
,
Canada
, Italy, Spain, Switzerland, Australia, the Netherlands, Sweden, Belgium, Ireland, Denmark …
Persistent link: https://www.econbiz.de/10014488074
Saved in:
3
Bank stock returns, leverage and the business cycle
Yang, Jing
;
Tsatsaronis, Kostas
- In:
BIS quarterly review : international banking and …
(
2012
),
pp. 45-59
Persistent link: https://www.econbiz.de/10009519723
Saved in:
4
Estimation of the expected market risk premium for corporate valuations : methodologies and empirical evidence for equity markets in key countries
Gsell, Hannes
-
2011
Persistent link: https://www.econbiz.de/10008907286
Saved in:
5
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
-
2012
Persistent link: https://www.econbiz.de/10009775894
Saved in:
6
On the risk return relationship
Wang, Jian-xin
;
Yang, Minxian
- In:
Journal of empirical finance
21
(
2013
),
pp. 132-141
Persistent link: https://www.econbiz.de/10009745277
Saved in:
7
Cointegrating behaviour between spot and forward exchange rates
McMillan, David G.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1135-1144
Persistent link: https://www.econbiz.de/10003213501
Saved in:
8
Bank Stock Returns, Leverage and the Business Cycle
Tsatsaronis, Kostas
-
2013
The returns on bank stocks rise and fall with the business cycle, making bank equity financing cheaper in the boom and dearer during a recession. This provides support for prudential tools that give incentives for banks to build capital buffers at times when the cost of equity is lower. In...
Persistent link: https://www.econbiz.de/10013090675
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9
Do macroeconomic factors help in predicting international equity risk premia? : Testing the out-of-sample accuracy of linear and nonlinear forecasts
Dropsy, Vincent
- In:
The journal of applied business research
12
(
1996
)
3
,
pp. 120-132
Persistent link: https://www.econbiz.de/10001205322
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10
Movements in the equity premium
Blanchard, Olivier
- In:
Brookings papers on economic activity : BPEA
(
1993
),
pp. 75-118
Persistent link: https://www.econbiz.de/10001216861
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