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Constant relative risk aversion utility and consumption CAPM : discount factors and risk aversions for Norway, Sweden, and the UK
Solibakke, Per Bjarte - In: Cogent economics & finance 12 (2024) 1, pp. 1-24
three European countries, Norway, Sweden, and the UK. Moreover, European consumer behavior regarding risk and inter … parameter for Sweden and Norway, and a significant parameter for the UK. The stochastic discount factor is approximately equal … for all three countries reporting a yearly discount factor of 0.99. The quarterly discount factor is lowest for Sweden (0 …
Persistent link: https://www.econbiz.de/10015394375
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Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus; Söderlind, Paul - In: The journal of business : B 72 (1999) 3, pp. 347-383
Persistent link: https://www.econbiz.de/10001392400
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Evaluating portfolio performance with stochastic discount factors
Dahlquist, Magnus; Söderlind, Paul - In: New research in financial markets, (pp. 3-37). 2001
Persistent link: https://www.econbiz.de/10001674474
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Determinants of cross-sectional variation in discount rates, growth rates and exit cap rates
Gunnelin, Åke (contributor) - In: Real estate economics : journal of the American Real … 32 (2004) 2, pp. 217-237
Persistent link: https://www.econbiz.de/10002107900
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Monetary policy analysis in a small open economy using Bayesian cointegrated structural VARs
Villani, Mattias; Warne, Anders - 2003
straightforward evaluation of the posterior distribution. The methods are used to analyze the effects of monetary policy in Sweden. …
Persistent link: https://www.econbiz.de/10009636519
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Testing for market power in the Swedish banking oligopoly
Oxenstierna, Gabriel C. - 2000
Persistent link: https://www.econbiz.de/10001509104
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An examination of the dynamic behaviour of local governments using GMM bootstrapping methods
Dahlberg, Matz; Mörk, Eva - In: Journal of applied econometrics 15 (2000) 4, pp. 401-416
Persistent link: https://www.econbiz.de/10001509879
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Index option market activity and cash market volatility under different market conditions : an empirical study from Sweden
Hagelin, Niclas - In: Empirical essays on financial markets, firms, and derivates, (pp. 11-41). 2000
Persistent link: https://www.econbiz.de/10001509964
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What fraction of a capital investment is sunk costs?
Asplund, Marcus - In: The journal of industrial economics 48 (2000) 3, pp. 287-304
Persistent link: https://www.econbiz.de/10001514259