Similar Search Results

Can sustainable withdrawal rates be enhanced by trend following?

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: International Journal of Finance & Economics 26 (2019) 1, pp. 27-41

Persistent link: https://www.econbiz.de/10012189262

The equity premium and the business cycles : the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael R. - 2009

Persistent link: https://www.econbiz.de/10003830175

Perfect withdrawal in a noisy world : investing lessons with and without annuities while in drawdown between 2000 and 2019

Clare, Andrew D.; Seaton, James; Smith, Peter N.; … - In: The journal of retirement : JOR 9 (2021) 1, pp. 9-39

Persistent link: https://www.econbiz.de/10012613659

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

Targeting inflation: Comparative control exercises on models of the UK economy

Church, Keith B.; Mitchell, Peter R.; Smith, Peter N.; … - In: Economic Modelling 13 (1996) 2, pp. 169-184

Persistent link: https://www.econbiz.de/10005235477

Modelling risk premia in international asset markets

Smith, Peter N. - In: European Economic Review 37 (1993) 1, pp. 159-176

Persistent link: https://www.econbiz.de/10005235942

Macroeconomic modelling and policy implications: In honour of Pertti Kukkonen : S. Honkapohja and M. Ingberg, eds, (North-Holland, Amsterdam, 1993) Pp. xvi + 218, ISBN 0 444 89626...

Smith, Peter N. - In: European Journal of Political Economy 10 (1994) 4, pp. 805-806

Persistent link: https://www.econbiz.de/10005331853

Output price determination and the business cycle

Smith, Peter N. - In: Economic Modelling 17 (2000) 1, pp. 49-69

Persistent link: https://www.econbiz.de/10005021458

Macroeconomic sources of forex risk

Smith, Peter N. - 2002

Persistent link: https://www.econbiz.de/10013423722

The equity premium and the business cycle: the role of demand and supply shocks

Smith, Peter N.; Sorensen, Steffen; Wickens, Michael - In: International Journal of Finance & Economics 15 (2010) 2, pp. 134-152

This paper explores the effects of the US business cycle on US stock market returns through an analysis of the equity risk premium. We propose a new methodology based on the SDF approach to asset pricing that allows us to uncover the different effects of aggregate demand and supply shocks. We...

Persistent link: https://www.econbiz.de/10008541274