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  • Search: subject:"asymmetric state variables"
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Year of publication
Subject
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Börsenkurs 3 Capital income 3 Forecasting model 3 Großbritannien 3 Japan 3 Kapitaleinkommen 3 Portfolio selection 3 Portfolio-Management 3 Prognoseverfahren 3 Risikoprämie 3 Risk premium 3 Share price 3 United Kingdom 3 CAPM 2 Estimation 2 Schätzung 2 Welt 2 World 2 asymmetric state variables 2 Asymmetric state variables 1 Deutschland 1 Downside variance risk premium 1 Germany 1 International stock markets 1 Stock return predictability 1 Upside variance risk premium 1 Variance risk premium 1 cross-country variation in predictability 1 downside variance risk premium 1 international stock return predictability 1 international stockmarkets 1 stock return predictability 1 variance risk premium 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Londono, Juan M. 3 Xu, Nancy R. 3
Published in...
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International finance discussion papers 2 FRB International Finance Discussion Paper 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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The global determinants of international equity risk premiums
Londono, Juan M.; Xu, Nancy R. - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 6374-6394
Persistent link: https://www.econbiz.de/10015138071
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The global determinants of international equity risk premiums
Londono, Juan M.; Xu, Nancy R. - 2021
Persistent link: https://www.econbiz.de/10012590216
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Variance risk premium components and international stock return predictability
Londono, Juan M.; Xu, Nancy R. - 2019
Persistent link: https://www.econbiz.de/10012004721
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