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Discounting mean reverting cash flows with the capital asset pricing model

Giaccotto, Carmelo - In: The financial review : the official publication of the … 42 (2007) 2, pp. 247-265

Persistent link: https://www.econbiz.de/10003629793

Appraisal-based real estate returns under alternative market regimes

Giaccotto, Carmelo - In: Journal of the American Real Estate & Urban Economics … 20 (1992) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10001136175

Should managers estimate cost of equity using a two-factor international CAPM?

Dolde, Walter; Giaccotto, Carmelo; Mishra, Dev R.; … - In: Managerial finance 38 (2012) 8, pp. 708-728

Persistent link: https://www.econbiz.de/10009568703

Foreign exchange exposure and cost of equity for US companies : local versus global CAPM

Dolde, Walter; Giaccotto, Carmelo; Mishra, Dev R.; … - In: Journal of applied finance : theory, practice, education 21 (2011) 1, pp. 78-86

Persistent link: https://www.econbiz.de/10009230306

Foreign exchange risk and the term-structure of industry costs of equity

Krapl, Alain; Giaccotto, Carmelo - In: Journal of international money and finance 51 (2015), pp. 71-88

Persistent link: https://www.econbiz.de/10011475230

The St. Petersburg paradox and capital asset pricing

Eisdorfer, Assaf; Giaccotto, Carmelo - In: Annals of finance 12 (2016) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011555410

Term structure of discount rates for firms in the insurance industry

Giaccotto, Carmelo; Lin, Xiao; Zhao, Yanhui - In: Insurance / Mathematics & economics 95 (2020), pp. 147-158

Persistent link: https://www.econbiz.de/10012419275

Foreign Exchange Risk and the Term-Structure of Industry Costs of Equity

Krapl, Alain A. - 2016

Using a single-factor Global CAPM (GCAPM) and a two-factor International CAPM (InCAPM), we study the effect of foreign exchange (FX) exposure on the term structure of industry cost of equity of 39 U.S. industries. Following Ang and Liu (2004), we estimate the term structure of industry expected...

Persistent link: https://www.econbiz.de/10013008545

Short-term and long-term discount rates for real estate investment trusts

Giaccotto, Carmelo; Giambona, Erasmo; Zhao, Yanhui - In: The journal of real estate finance and economics 63 (2021) 3, pp. 493-524

Persistent link: https://www.econbiz.de/10012617508

Should Managers Estimate Cost of Equity Using a Two-Factor International CAPM?

Dolde, Walter - 2012

For a large sample of U.S. companies, we compare the cost of equity estimates of a two-factor international CAPM with those of the single-factor domestic CAPM and the single-factor global CAPM. Our purpose is to assess how much difference it makes for U.S. firms to use the two-factor ICAPM...

Persistent link: https://www.econbiz.de/10013115952