Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market

Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market
Author: Alberto Giovannini
Publisher:
Total Pages: 40
Release: 1986
Genre: Capital assets pricing model
ISBN:


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Interest Rates and Risk Premia in the Stock Market and in the Foreign Exchange Market
Language: en
Pages: 40
Authors: Alberto Giovannini
Categories: Capital assets pricing model
Type: BOOK - Published: 1986 - Publisher:

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The World Price of Foreign Exchange Risk
Language: en
Pages: 64
Authors: Bernard Dumas
Categories: Capital assets pricing model
Type: BOOK - Published: 1993 - Publisher:

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We consider a world capital market in which the investor population is heterogenous. Investors of different countries differ in the prices of goods at which the
The Time-variation of Risk and Return in the Foreign Exchange and Stock Markets
Language: en
Pages: 56
Authors: Alberto Giovannini
Categories: Business enterprises
Type: BOOK - Published: 1988 - Publisher:

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Recent empirical work indicates that, in a variety of financial markets, both conditional expectations and conditional variances of returns are time- varying. T
The Equity Risk Premium
Language: en
Pages: 248
Authors: Bradford Cornell
Categories: Business & Economics
Type: BOOK - Published: 1999-05-26 - Publisher: John Wiley & Sons

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Das Thema Risikoprämie für Aktien (Equity Risk Premium) wird hier zum ersten Mal verständlich erklärt. Die Risikoprämie für Aktien stellt einen Renditeaus
The Risk Premium Factor
Language: en
Pages: 210
Authors: Stephen D. Hassett
Categories: Business & Economics
Type: BOOK - Published: 2011-08-31 - Publisher: John Wiley & Sons

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A radical, definitive explanation of the link between loss aversion theory, the equity risk premium and stock price, and how to profit from it The Risk Premium