Asset Returns and Macro Risks in the Long-Run : A Low-Frequency Econometrics Analysis
Year of publication: |
2022
|
---|---|
Authors: | Wang, Xiaoliang |
Publisher: |
[S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Risiko | Risk | Börsenkurs | Share price | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Risikoprämie | Risk premium | Konjunktur | Business cycle |
Extent: | 1 Online-Ressource (52 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 8, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4258534 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Cross-sectional factor dynamics and momentum returns
Avramov, Doron, (2017)
-
Pro-cyclical effect of sovereign rating changes on stock returns : a fact or factoid?
Riaz, Yasir, (2019)
-
Economic uncertainty : mispricing and ambiguity premium
Cai, Charlie X., (2023)
- More ...
-
The reliability evaluation research of distribution system considering demand response
Li, Na, (2020)
-
Qu, Xi, (2016)
-
The reliability evaluation research of distribution system considering demand response
Li, Na, (2020)
- More ...