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Persistence in the return and...
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ECONIS (ZBW)
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Persistence in the return and volatility of home price indices
Elder, John
;
Villupuram, Sriram
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1855-1868
Persistent link: https://www.econbiz.de/10009719326
Saved in:
2
Currency jumps, cojumps and the role of macro news
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
; …
- In:
Journal of international money and finance
40
(
2014
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010240008
Saved in:
3
Investors do respond to poor mutual fund performance : evidence from inflows and outflows
Cashman, George D.
;
Deli, Daniel Newton
;
Nardari, Federico
- In:
The financial review : the official publication of the …
47
(
2012
)
4
,
pp. 719-739
Persistent link: https://www.econbiz.de/10009661475
Saved in:
4
Corporate bonds, macroeconomic news, and investor flows
Chatrath, Arjun
;
Miao, Hong
;
Ramchander, Sanjay
; …
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 25-40
Persistent link: https://www.econbiz.de/10009670749
Saved in:
5
Preferred stock : some insights into capital structure
Kallberg, Jarl G.
;
Liu, Crocker H.
;
Villupuram, Sriram
- In:
The journal of corporate finance : contracting, …
21
(
2013
),
pp. 77-86
Persistent link: https://www.econbiz.de/10009756841
Saved in:
6
Decomposition of risk for small size and low book-to-market stocks
Kale, Arati
;
Kale, Devendra
;
Villupuram, Sriram
- In:
The journal of asset management : a major new, …
25
(
2024
)
1
,
pp. 96-112
Persistent link: https://www.econbiz.de/10014511607
Saved in:
7
Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?
Elder, John
- In:
Journal of macroeconomics
23
(
2001
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10001553555
Saved in:
8
Estimating the arbitrage pricing theory with observed macro factors
Elder, John
- In:
Economics letters
55
(
1997
)
2
,
pp. 241-246
Persistent link: https://www.econbiz.de/10001227342
Saved in:
9
Sources of time-varying risk premia in the term structure
Elder, John
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 85-108
Persistent link: https://www.econbiz.de/10001695510
Saved in:
10
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
Elder, John
- In:
Economics letters
79
(
2003
)
1
,
pp. 21-26
Persistent link: https://www.econbiz.de/10001741256
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