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subject:"Kapitaleinkommen"
~isPartOf:"Discussion papers in economics"
~subject:"USA"
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Kapitaleinkommen
USA
Estimation
122
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When growth beats value : removing tail risk from global equity momentum strategies
Clare, Andrew D.
;
Seaton, James
;
Smith, Peter N.
; …
-
2014
Persistent link: https://www.econbiz.de/10010376537
Saved in:
2
Testing CAPM with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009535935
Saved in:
3
The asymmetric effect of the business cycle on the equity premium
Smith, Peter N.
(
contributor
);
Sorensen, Steffen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003466750
Saved in:
4
Option pricing under stochastic volatility and trading volume
Ono, Sadayuki
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003428523
Saved in:
5
Mind coskewness : a performance measure for prudent, long-term investors
Kostakis, Alexandros
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003446959
Saved in:
6
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
7
Measuring the fiscal stance
Polito, Vito
(
contributor
);
Wickens, Michael R.
(
contributor
)
-
2007
-
Rev.
Persistent link: https://www.econbiz.de/10003481721
Saved in:
8
Stochastic volatility in a macro-finance model of the US term structure of interest rates 1961 - 2004
Spencer, Peter D.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003583510
Saved in:
9
Sources of productivity slowdown in European countries during 1990s
Saltari, Enrico
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003519902
Saved in:
10
The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N.
(
contributor
);
Sorensen, S.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003265956
Saved in:
11
Total factor productivity growth, technical efficiency change and energy input : an international frontier analysis
Murillo-Zamorano, Luis R.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001745452
Saved in:
12
Consumption risk and the cross-section of expected returns
Parker, Jonathan A.
;
Julliard, Christian
-
2004
Persistent link: https://www.econbiz.de/10002239896
Saved in:
13
Consumption risk and expected stock returns
Parker, Jonathan A.
-
2002
Persistent link: https://www.econbiz.de/10001755286
Saved in:
14
A GARCH model of inflation and inflation uncertainty with simultaneous feedback
Fountas, Stilianos
;
Karanasos, Menelaos
;
Karanassou, Marika
-
2000
Persistent link: https://www.econbiz.de/10001488602
Saved in:
15
On the cyclicality and stability of real earnings
Hart, Robert A.
;
Malley, James R.
-
1999
Persistent link: https://www.econbiz.de/10001401314
Saved in:
16
Does institutional change really matter? : Inflation targets, central bank reform and interest rate policy in the OECD countries
Muscatelli, V. Anton
;
Tirelli, Patrizio
;
Trecroci, Carmine
-
1999
Persistent link: https://www.econbiz.de/10001446484
Saved in:
17
Testing the persistence and structuralist theories of uemployment
Coakley, Jerry
;
Fuertes, Ana María
;
Gylfi Zoega
-
1999
Persistent link: https://www.econbiz.de/10001451908
Saved in:
18
Redistribution through the income tax : the vertical and horizontal effects of noncompliance and tax evasion
Bishop, John A.
;
Formby, John P.
;
Lambert, Peter J.
-
1999
Persistent link: https://www.econbiz.de/10001434907
Saved in:
19
Intersectoral labour reallocation and employment volatility : a Bayesian analysis using a VAR-Garch-M model
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
1999
Persistent link: https://www.econbiz.de/10001434910
Saved in:
20
Economic growth and endogenous fiscal policy : in search of data consistent general equilibrium model
Malley, James R.
;
Philippopulos, Apostolēs
-
1999
Persistent link: https://www.econbiz.de/10001491915
Saved in:
21
Education and the natural rate of unemployment
Orszag, Jonathan Michael
;
Phelps, Edmund S.
;
Gylfi Zoega
-
1998
Persistent link: https://www.econbiz.de/10000985703
Saved in:
22
The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.
;
Sanchez-Valle, René
-
1998
Persistent link: https://www.econbiz.de/10000998646
Saved in:
23
Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
Saved in:
24
Tests of structural stability of risk premia and returns relationships
Karanikas, Evangelos
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980793
Saved in:
25
Predictability of stock markets with disequilibrium trading
Charemza, Wojciech
;
Shields, Kalvinder K.
; …
-
1997
Persistent link: https://www.econbiz.de/10000644134
Saved in:
26
A reconsideration of the empirical evidence on the asymmetric effects of money-supply shocks : positive vs. negative or big vs. small?
Ravn, Morten O.
;
Sola, Martin
-
1996
Persistent link: https://www.econbiz.de/10000933382
Saved in:
27
Why does the ratio of book to market value of equity explain cross-section stock returns?
Bulkley, George
;
Harris, Richard D. F.
-
1996
Persistent link: https://www.econbiz.de/10000943015
Saved in:
28
Endogenous growth with public provision of education
Capolupo, Rosa
-
1996
Persistent link: https://www.econbiz.de/10000971408
Saved in:
29
Cumulative waveletgram test for randomness
Orszag, Jonathan Michael
-
1995
Persistent link: https://www.econbiz.de/10000924235
Saved in:
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