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Estimating the conditional equity risk premium in African frontier markets

Othieno, Ferdinand; Biekpe, Nicholas - In: Research in international business and finance 47 (2019), pp. 538-551

Persistent link: https://www.econbiz.de/10012135796

Consumption-based macroeconomic models of asset pricing theory

Đorđević, Marija - In: Economic annals 61 (2016) 211, pp. 7-28

Persistent link: https://www.econbiz.de/10011645391

Chapter 13 Consumption-based asset pricing

Campbell, John Y. - 2003

theory. Data from other countries are examined to see which features of the U.S. experience apply more generally. The chapter …

Persistent link: https://www.econbiz.de/10014023858

Financial Markets Efficiency and Economic Behaviour : Evaluating Euro Area Economies

Tomat, Gian Maria - 2023

Chapter 1 Introduction -- Chapter 2 Efficient markets -- Chapter 3 Equity premium -- Chapter 4 The dividend ratio model -- Chapter 5 Bond valuation -- Chapter 6 Yield curves -- Chapter 7 Term structure models -- Chapter 8 Real estate market -- Chapter 9 Derivative securities -- Chapter 10...

Persistent link: https://www.econbiz.de/10014337024

A decomposition of conditional risk premia and implications for representative agent models

Chabi-Yo, Fousseni; Loudis, Johnathan A. - In: Management science : journal of the Institute for … 70 (2024) 10, pp. 6804-6834

Persistent link: https://www.econbiz.de/10015141948

Stock returns with consumption and illiquidity risks

Márquez De la Cruz, Elena; Nieto, Belén; Rubio, Gonzalo - In: International review of economics & finance : IREF 29 (2014), pp. 57-74

Persistent link: https://www.econbiz.de/10010431504

Can consumption-based asset pricing models using monetary conditioning variables explain the cross-section of German stock returns?

Auer, Benjamin R. - In: Applied economics 45 (2013) 25/27, pp. 3564-3573

Persistent link: https://www.econbiz.de/10010345895

Aggregation of preferences for skewed asset returns

Chabi-Yo, Fousseni; Leisen, Dietmar; Renault, Eric - In: Journal of economic theory 154 (2014), pp. 453-489

Persistent link: https://www.econbiz.de/10010481322

A global factor in variance risk premia and local bond pricing

Kaminska, Iryna; Roberts-Sklar, Matt - 2015

Persistent link: https://www.econbiz.de/10011443308

Can stochastic discount factor models explain the cross-section of equity returns?

Pongrapeeporn Abhakorn; Smith, Peter N.; Wickens, Michael R. - In: Review of financial economics : RFE 28 (2016), pp. 56-68

Persistent link: https://www.econbiz.de/10011579683

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