Results 41 to 50 of about 730,581 (311)
Comparing Asset Pricing Factor Models under Multivariate t-Distribution: Evidence from China
Discrete Dynamics in Nature and Society, 2021 Factor models provide a cornerstone for understanding financial asset pricing; however, research on China’s stock market risk premia is still limited.
Xi Sun +5 more
doaj +1 more source
Federal Reserve Bank of Dallas, Globalization and Monetary Policy Institute Working Papers, 2011 Financial markets have become increasingly global in recent decades, yet the pricing of internationally traded assets continues to depend strongly upon local risk factors, leading to several observations that are difficult to explain with standard frameworks. Equity returns depend upon both domestic and global risk factors.
openaire +4 more sources
Employment and asset prices [PDF]
Applied Economics, 2012 A medium-term relationship exists between share prices, normalised by labour productivity, and the rate of unemployment in the OECD countries. A similar relationship appears to exist between unemployment and house prices. This helps explain decadal changes in mean unemployment, such as the shift to higher mean unemployment in the Continental European ...
openaire +4 more sources
Asset Prices and Asset Quantities [PDF]
Journal of the European Economic Association, 2007 We propose an organizing framework that determines asset prices by equating household sector asset demand derived from an economic model to the observed supply of assets provided by other sectors. We then use a specific model of household asset demand to decompose historical changes in asset positions into changes in new asset supply and household ...
Monika Piazzesi, Martin Schneider
openaire +1 more source
Asset price volatility and price extrema
Discrete and Continuous Dynamical Systems - B, 2020 The relationship between price volatilty and a market extremum is examined using a fundamental economics model of supply and demand. By examining randomness through a microeconomic setting, we obtain the implications of randomness in the supply and demand, rather than assuming that price has randomness on an empirical basis.
Caginalp, Carey, Caginalp, Gunduz
openaire +4 more sources
MathematicsHumans face environmental deterioration. Scholars have identified carbon dioxide as one of the culprits, and they emphasize carbon offset. Researchers are investigating carbon offset investments.
Yue Qi +3 more
doaj +1 more source
Emprical Validity of Asset pricing models in Iran's Stock Market: Application of Optimal Significance Level and Equal Probability Test [PDF]
مدلسازی اقتصادسنجی, 2018 One of the most usage of evaluating Empirical Validity of Asset-pricing Models is GRS test. In this paper we implement the GRS test for CAPM and Fama-French 3-factor asset pricing models with explicit consideration of statistical power, by employing the ...
Reza Talebloo +2 more
doaj +1 more source
Asset prices in a Huggett economy [PDF]
Journal of Economic Theory, 2011 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Toshihiko Mukoyama +2 more
openaire +2 more sources
Risk, uncertainty, and asset prices [PDF]
Journal of Financial Economics, 2005 We identify the relative importance of changes in the conditional variance of fundamentals (which we call 'uncertainty') and changes in risk aversion ('risk' for short) in the determination of the term structure, equity prices, and risk premiums ...
Geert Bekaert +2 more
openaire +3 more sources
Advanced Engineering Materials, EarlyView.This article presents the design, modeling, and characterization of air‐pressure–actuated programmable vibroacoustic metamaterials (PVAMM). The study focuses on leveraging air pressure to dynamically tune resonance frequencies for effective noise attenuation.
William Kaal +2 more
wiley +1 more source