Results 211 to 220 of about 2,240,235 (392)

An augmented capital asset pricing model using new macroeconomic determinants. [PDF]

Heliyon, 2020
Pham CD, Phuoc LT.
europepmc   +1 more source

Asset prices and liquidity in an exchange economy [PDF]

I develop an asset-pricing model in which financial assets are valued for their liquidity - the extent to which they are useful in facilitating exchange - as well as for being claims to streams of consumption goods.
Ricardo Lagos
core  

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

Agribusiness, EarlyView.
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley   +1 more source

Money and Asset Prices in a Cash-in-Advance Economy

, 1985
Lars E.O. Svensson
openalex   +2 more sources

Japanese Banks and the Asset Price "Bubble" [PDF]

, 1993
Steven Fries
openalex   +1 more source

Farmers' Financial Literacy—Scale Development and Linkages to Accounting Practices and Financial Outcomes

Agribusiness, EarlyView.
ABSTRACT This study investigates the financial literacy (FL) of Swedish farmers, its linkages to farmer characteristics, management accounting practices and farm outcomes by surveying Swedish Farm Accountancy Data Network farmers. Using item response theory, we expand the existing FL measurement specifically to the farming context, assess measurement ...
Uliana Gottlieb, Helena Hansson
wiley   +1 more source

Ambiguity, Learning, and Asset Returns [PDF]

We propose a novel generalized recursive smooth ambiguity model which allows a three-way separation among risk aversion, ambiguity aversion, and intertemporal substitution.
Ju, Nengjiu, Miao, Jianjun
core   +1 more source

International Asset Pricing Models: The Case of ASEAN Stock Markets

The International Journal of Banking and Finance, 2009
This paper is about the role of economic grouping as it affects international capital asset pricing models, ICAPM. The conventional ICAPM is extended to include the economic grouping, regional and world factors.
Chee-wooi Hooy, Kim-leng Goh
doaj  

Asset Pricing with a Factor Arch Covariance Structure: Empirical Estimates for Treasury Bills

, 1988
Robert Engle, Victor Ng, Michael Rothschild   +2 more
openalex   +1 more source

Asset prices and the fundamentals: a Q test [PDF]

, 1994
Roger Craine
openalex   +1 more source