Exploring risk-return relations in dry bulk shipping
Year of publication: |
2016
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Authors: | Kuo, Chih-Chen ; Chou, Heng-chih ; Chang, Chih-Ching |
Published in: |
International journal of shipping and transport logistics : IJSTL. - Genéve [u.a.] : Inderscience Enterprises, ISSN 1756-6517, ZDB-ID 2540122-1. - Vol. 8.2016, 4, p. 488-506
|
Subject: | risk-return trade-off | financial crisis | intertemporal capital asset pricing model | ICAPM | EGARCH in mean | EGARCH-M | dry bulk shipping | Massengutschifffahrt | Dry bulk shipping | CAPM | Welt | World | Frachtrate | Freight rate | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Finanzkrise | Financial crisis | Risikoprämie | Risk premium |
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