Global Stock Markets

Expected returns, consumption, and the business cycle

Paperback Engels 2000 2000e druk 9783824472727
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

Wolfgang Drobetz provides empirical evidence on the time variation of expected stock returns over the stages of the business cycle.

Specificaties

ISBN13:9783824472727
Taal:Engels
Bindwijze:paperback
Aantal pagina's:332
Druk:2000

Lezersrecensies

Wees de eerste die een lezersrecensie schrijft!

Inhoudsopgave

Time varying expected returns and the business cycle on international financial markets - Testing a conditional version of the consumption-based asset pricing model - Volatility bounds for stochastic discount factors on global financial markets - Mean reversion and rational pricing on global stock markets

Managementboek Top 100

Rubrieken

Populaire producten

    Personen

      Trefwoorden

        Global Stock Markets