Asset Return Dynamics under Bad Environment Good Environment Fundamentals
Year of publication: |
2009-08
|
---|---|
Authors: | Bekaert, Geert ; Engstrom, Eric |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP Number 15222 |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Explaining time-varying risk of electricity forwards: trading activity and news announcements
Schulz, Frowin C., (2010)
-
Bicchetti, David, (2013)
-
Long memory and the relation between options and stock prices
Huang, Teng-Ching, (2015)
- More ...
-
Stock and Bond Returns with Moody Investors
Bekaert, Geert, (2006)
-
Risk, Uncertainty and Asset Prices
Bekaert, Geert, (2006)
-
Inflation and the Stock Market:Understanding the "Fed Model"
Bekaert, Geert, (2009)
- More ...