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What drives the value premium? : risk versus mispricing ; evidence from international markets

Chaves, Denis B.; Hsu, Jason C.; Kalesnik, Vitali; … - In: Journal of investment management : JOIM 11 (2013) 4, pp. 22-39

Persistent link: https://www.econbiz.de/10010357098

Decay factor as a determinant of forecasting models

Mentel, Grzegorz; Brożyna, Jacek - In: International journal of economics and finance 7 (2015) 1, pp. 118-128

Persistent link: https://www.econbiz.de/10010471694

Competition and risk in Japanese banking

Liu, Hong; Wilson, John O. S. - In: The European journal of finance 19 (2013) 1/2, pp. 1-18

Persistent link: https://www.econbiz.de/10009733309

An analysis of the relationship between risk and expected return in the BRVM stock exchange : test of the CAPM

Pamane, Kolani; Vikpossi, Anani Ekoue - In: Research in world economy 5 (2014) 1, pp. 13-28

Persistent link: https://www.econbiz.de/10010461988

Do market prices aggregate information about macroeconomic uncertainty (or risk)?

Cover, James Peery; Lee, Hye-Jin - In: Applied economics 47 (2015) 40/42, pp. 4511-4534

Persistent link: https://www.econbiz.de/10011295329

Growth and risk : methodology and micro evidence

Elbers, Chris; Gunning, Jan Willem; Kinsey, Bill H. - 2006 - Rev.

There has been a revival of interest in the effect of risk on economic growth. We quantify both ex ante and ex post … effects of risk using a stochastic version of the Ramsey model. We develop a simulation-based econometric methodology which … remarkable long-running panel data set for rural households in Zimbabwe. We find that risk substantially reduces growth: in the …

Persistent link: https://www.econbiz.de/10011334326

Vulnerability in a stochastic dynamic model

Elbers, Chris; Gunning, Jan Willem - 2003 - Rev.

Most measures of vulnerability are a-theoretic and essentially static. In this paper we use a stochastic Ramsey model to find a household's optimal welfare and we measure vulnerability as the shortfall from the welfare attained if the household consumed permanently at the poverty line. The...

Persistent link: https://www.econbiz.de/10011334363

How risky is investment in human capital?

Hartog, Joop; Ophem, Hans van; Bajdechi, Simona Maria - 2004

The risk of investment in schooling has largely been ignored. We assess thevariance in the rate of return by surveying … skewed. Our best guess of ex ante risk in university education is a coefficient ofvariation of about 0.3, comparable to that …

Persistent link: https://www.econbiz.de/10011335192

Risk-based investing in the German stock market

Bastin, Jan - In: Prague economic papers : a bimonthly journal of … 27 (2018) 1, pp. 55-72

Persistent link: https://www.econbiz.de/10011895247

Forecasting growth of U.S. aggregate and household-sector M2 after 2000 using economic uncertainty measures

Tarassow, Artur - 2017

This paper evaluates the predictive out-of-sample forecasting properties of six different economic uncertainty variables for both growth in aggregate M2 and growth in household-sector M2 in the U.S. using data between 1971m1 and 2014m12. The core contention is that economic uncertainty improves...

Persistent link: https://www.econbiz.de/10011713871