Similar Search Results - EconBiz

A novel downside risk measure and expected returns

Liu, Jinjing - 2019

Several studies have found that the cross-section of stock returns reflects a risk premium for bearing downside risk; however, existing measures of downside risk have poor power for predicting returns. Therefore, this paper proposes a novel measure of downside risk, the ES-implied beta, to...

Persistent link: https://www.econbiz.de/10012113746

Forecasting volatility in commodity markets

Kroner, Kenneth F.; Kneafsey, Devin P.; Claessens, Stijn - 1993

Persistent link: https://www.econbiz.de/10000143388

Does exchange rate volatility hinder export growth? : Additional evidence

Qian, Ying - 1992

Persistent link: https://www.econbiz.de/10000839720

Asset price effects of peer benchmarking : evidence from a natural experiment

Acharya, Sushant; Pedraza Morales, Alvaro Enrique - 2015

Persistent link: https://www.econbiz.de/10010513313

Assessing the international comovement of equity returns

Abate, Girum Dagnachew; Servén, Luis - 2018

. Estimation results employing a bias-corrected quasi-maximum likelihood approach provide strong indication that the cross …

Persistent link: https://www.econbiz.de/10011902919

Assessing forecast uncertainty : an information Bayesian approach

Mendez-Ramos, Fabian - 2017

Persistent link: https://www.econbiz.de/10011736184

Commodity price uncertainty in developing countries

Dehn, Jan - 2000

Persistent link: https://www.econbiz.de/10001521749

The World Bank's unified survey projections : how accurate are they? ; An ex-post evaluation of US91 - US97

Verbeek, Jos - 1999

Persistent link: https://www.econbiz.de/10001370270

Quantifying uncertainties in global growth forecasts

Ohnsorge, Franziska; Stocker, Marc; Some, Modeste Y. - 2016

Persistent link: https://www.econbiz.de/10011560416

Volatility and growth

Hnatkovska, Viktoria; Loayza, Norman - 2004

Persistent link: https://www.econbiz.de/10001957829

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