Macroeconomic risk and asset pricing: estimating the apt with observable factors
Year of publication: |
1993
|
---|---|
Authors: | Ammer, John |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Arbitrage | Macroeconomics |
-
The effects of macroeconomic factors on stock returns: Istanbul Stock Market
Rjoub, Husam, (2009)
-
Macro trading and investment strategies : macroeconomic arbitrage in global markets
Burstein, Gabriel, (1999)
-
No-arbitrage near-cointegrated VAR(p) term structure models, term premia and GDP growth
Jardet, Caroline, (2009)
- More ...
-
Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis
Ammer, John, (2010)
-
U.S. international equity investment
Ammer, John, (2012)
-
Cash flows and discount rates, industry and country effects, and co-movement in stock returns
Ammer, John, (2004)
- More ...