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Return seasonalities in government bonds and macroeconomic risk

Mikutowski, Mateusz; Karathanasopoulos, Andreas; … - In: Economics letters 176 (2019), pp. 114-116

Persistent link: https://www.econbiz.de/10012121248

The macro and asset pricing implications of rising Italian uncertainty : evidence from a novel news-based macroeconomic policy uncertainty index

Donadelli, Michael; Gufler, Ivan; Pellizzari, Paolo - In: Economics letters 197 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012511031

The spurious relation between inflation uncertainty and stock returns : evidence from the US

Azar, Samih Antoine - In: Review of economics & finance (2013) 4, pp. 99-109

Persistent link: https://www.econbiz.de/10010225909

What drives stock returns in Japan?

Liang, Samuel Xin - In: Financial markets and portfolio management 33 (2019) 1, pp. 39-69

Persistent link: https://www.econbiz.de/10012018355

Global and country-specific business cycle risk in time-vaying excess returns on asset markets

Nitschka, Thomas - 2012

Persistent link: https://www.econbiz.de/10009674033

How Inflation, Economic Policy Uncertainty, Economic Growth and Industrial Production Affect Stock Returns?

Santos de Oliveira, Helena Maria; Moutinho, Victor Ferreira - 2023

In this work, we propose to study the impact of macroeconomic variables on stock returns. For that, we use data from five individual stock exchanges: Dow Jones and Nasdaq 100 for the USA, Nikkei 225 for Japan, FTSE 100 for England, and DAX40 for Germany and macroeconomic variables such as...

Persistent link: https://www.econbiz.de/10014356107

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

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

The analysis of the arbitrage pricing model on the stock return : a case of Athens stock market

Khudoykulov, Khurshid - In: American journal of finance and accounting 5 (2017) 1, pp. 51-63

Persistent link: https://www.econbiz.de/10011834005

Implied equity duration as a measure of risk and its simultaneous endogeneity with performance in European companies

Reis, Pedro - In: International journal of economics and business … 19 (2020) 3, pp. 313-333

Persistent link: https://www.econbiz.de/10012205624