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fama and macbeth revisited: A Critique
Salazar, Juan; Lambert, Annick - Volkswirtschaftliche Fakultät, … - 2010
The main conclusion of the FM study relies on the fact that the average of the slopes of 402 regressions of the monthly returns on 20 portfolios on theirs beta coefficients is positive. Considering this set of 402 slopes as a random sample drawn from the same normally distributed population, FM...
Persistent link: https://www.econbiz.de/10009397170
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010376928
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Quantile spectral analysis for locally stationary time series
Skowronek, Stefan; Volgushev, Stanislav; Kley, Tobias; … - 2014
Persistent link: https://www.econbiz.de/10010347305
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A hybrid forecasting algorithm based on SVR and wavelet decomposition
Paraskevopoulos, Timotheos; Posch, Peter N. - In: Quantitative finance and economics 2 (2018) 3, pp. 525-553
Persistent link: https://www.econbiz.de/10012156802
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Low frequency drivers of the real interest rate : a band spectrum regression approach
Busetti, Fabio; Caivano, Michele - 2017
Persistent link: https://www.econbiz.de/10011960025
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The U.S. Treasury term structure and the distribution of real GDP growth
Durham, J. Benson - In: Journal of investment management : JOIM 19 (2021) 4, pp. 58-78
Persistent link: https://www.econbiz.de/10013164705
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The relationship between the growth of exports and growth of gross domestic product of India
Ronit, Mukherji; Divya, Pandey - In: International journal of business and economics … 3 (2014) 3, pp. 135-139
Persistent link: https://www.econbiz.de/10010428097
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Causality test of business risk and capital structure in a panel data of Nigerian listed firms
Mohammed, Dauda - In: Accounting & taxation : AT 6 (2014) 2, pp. 85-99
Persistent link: https://www.econbiz.de/10010510259
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Interrelationships among growth, confidence and governance in the globalized world-an experiment of some selected countries
Das, Ramesh Chandra; Das, Utpal - In: International journal of finance & banking studies : JJFBS 3 (2014) 4, pp. 68-83
Persistent link: https://www.econbiz.de/10011285706
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Are performancecs in governance indicators complementary to corruption abatement? : a cross-country analysis
Ray, Kamal; Das, Ramesh Chandra - 2015
Persistent link: https://www.econbiz.de/10011448964