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~isPartOf:"Journal of financial markets"
~isPartOf:"Review of finance : journal of the European Finance Association"
~person:"Maio, Paulo"
~person:"Sarno, Lucio"
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Capital market returns
3
Kapitalmarktrendite
3
1983-2011
1
Aktienmarkt
1
Asset pricing
1
Börsenkurs
1
CAPM
1
Capital income
1
Correlation
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Cross-sectional variance of stock returns
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Devisenmarkt
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Estimation
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Forecasting model
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Foreign exchange market
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Geldpolitische Transmission
1
Kapitaleinkommen
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Korrelation
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Monetary transmission
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Out-of-sample predictability
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Predictability of stock returns
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Prognoseverfahren
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Risikoprämie
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Risk premium
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Schätzung
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Share price
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Stock market
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Stock return dispersion
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Welt
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Maio, Paulo
Sarno, Lucio
Alcock, Jamie
1
Avramov, Doron
1
Bartlett, Robert P.
1
Bhootra, Ajay
1
Brown, David C.
1
Cenedese, Gino
1
Chen, Xi
1
Ciccotello, Conrad S.
1
Conrad, Jennifer S.
1
Cremers, Martijn
1
Davies, Shaun William
1
Farago, Adam
1
Fiordelisi, Franco
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Greene, Jason T.
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1
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1
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1
Ling, Leng
1
Liu, Xin
1
McCrary, Justin
1
Ng, Lilian K.
1
Pan, Li
1
Pareek, Ankur
1
Payne, Richard
1
Qian, Yiming
1
Rakowski, David
1
Ricci, Ornella
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Ringgenberg, Matthew C.
1
Song, Zhongzhi
1
Tang, Ya
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Turner, James A.
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Valente, Giorgio
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Journal of financial markets
Review of finance : journal of the European Finance Association
Journal of financial and quantitative analysis : JFQA
3
Bank of England Working Paper
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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The review of financial studies
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ECONIS (ZBW)
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What do stock markets tell us about exchange rates?
Cenedese, Gino
;
Payne, Richard
;
Sarno, Lucio
;
Valente, …
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
3
,
pp. 1045-1080
Persistent link: https://www.econbiz.de/10011590704
Saved in:
2
Cross-sectional return dispersion and the equity premium
Maio, Paulo
- In:
Journal of financial markets
29
(
2016
),
pp. 87-109
Persistent link: https://www.econbiz.de/10011722249
Saved in:
3
Another look at the stock return response to monetary policy actions
Maio, Paulo
- In:
Review of finance : journal of the European Finance …
18
(
2014
)
1
,
pp. 321-371
Persistent link: https://www.econbiz.de/10010405206
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