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  • Search: subject:"Conditioning variable"
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Year of publication
Subject
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CAPM 3 Conditioning variable 3 Consumption capital asset pricing model 3 Estimation 3 Schätzung 3 Capital income 2 Kapitaleinkommen 2 Risiko 2 Risk 2 Bank 1 Bank credit 1 Bank lending 1 Bruttoinlandsprodukt 1 Consumption 1 Consumption theory 1 Credit risk 1 Future consumption growth 1 Gross domestic product 1 Konsum 1 Konsumtheorie 1 Kreditgeschäft 1 Kreditrisiko 1 Output gap 1 Potential output 1 Private consumption 1 Privater Konsum 1 Produktionspotenzial 1 Risikomaß 1 Risikoprämie 1 Risk measure 1 Risk premium 1 South Korea 1 Statistical distribution 1 Statistische Verteilung 1 Südkorea 1 Tail risk 1 Theorie 1 Theory 1 Value at Risk 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Kwon, Ji Ho 3 Lee, Byeung-Joo 1
Published in...
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Finance research letters 1 International review of economics & finance : IREF 1 International review of financial analysis 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho - In: International review of financial analysis 92 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
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Output gap and consumption risk on the cross-section of stock returns in Korea
Lee, Byeung-Joo; Kwon, Ji Ho - In: International review of economics & finance : IREF 88 (2023), pp. 1020-1034
Persistent link: https://www.econbiz.de/10014475088
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Tail risk and the consumption CAPM
Kwon, Ji Ho - In: Finance research letters 30 (2019), pp. 69-75
Persistent link: https://www.econbiz.de/10012420224
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