Developed markets’ business cycle dynamics and time-variation in emerging markets’ asset returns
Year of publication: |
2014
|
---|---|
Authors: | Nitschka, Thomas |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 42.2014, C, p. 76-82
|
Publisher: |
Elsevier |
Subject: | Business cycle risk | Output gap | Predictability | Stock return |
-
Global and country-specific business cycle risk in time-varying excess returns on asset markets
Nitschka, Thomas, (2012)
-
Developed markets' business cycle dynamics and time-variation in emerging markets' asset returns
Nitschka, Thomas, (2014)
-
Nitschka, Thomas, (2013)
- More ...
-
Nitschka, Thomas, (2011)
-
An asset pricing view on international financial integration
Nitschka, Thomas, (2007)
-
Idiosyncratic consumption risk and predictability of the carry trade premium : Euro-Area evidence
Nitschka, Thomas, (2010)
- More ...