Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. [PDF]
Financ Innov, 2023 Mensi W, Maitra D, Selmi R, Vo XV.
europepmc +1 more source
Keeping up with the Joneses: An international asset pricing model [PDF]
We derive an international asset pricing model that assumes local investors have preferences of the type "keeping up with the Joneses." In an international setting investors compare their current wealth with that of their peers who live in the same ...
Fernando Zapatero +2 more
core
Modeling unemployment duration, determinants and insurance premium pricing of Malaysia: insights from an upper middle-income developing country. [PDF]
SN Bus Econ, 2022 Khoo WC, Yeah KL, Hong SY.
europepmc +1 more source
Firm Heterogeneity and Credit Risk Diversification [PDF]
This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic and idiosyncratic risks and the nature of firm heterogeneity.
M. Hashem Pesaran +2 more
core
Regional asymmetry in financial markets: Pricing of skewness risk in the Thai stock market. [PDF]
PLoS OneHuynh TT, Khoa BT.
europepmc +1 more source
A fuzzy multifactor asset pricing model. [PDF]
Ann Oper Res, 2022 Mbairadjim Moussa A, Sadefo Kamdem J.
europepmc +1 more source
Model comparison using the Hansen-Jagannathan distance [PDF]
Although it is of interest to empirical researchers to test whether or not a particular asset-pricing model is true, a more useful task is to determine how wrong a model is and to compare the performance of competing asset-pricing models.
Cesare Robotti, Raymond Kan
core
Genome-wide association study identifies novel variants in olfactory, vitamin A, vitamin B, and cadherin pathways associated with learning and memory. [PDF]
Sci RepHopkins LN +10 more
europepmc +1 more source
An empirical investigation of investor sentiment and volatility of realty sector market in India: an application of the DCC-GARCH model. [PDF]
SN Bus Econ, 2023 Pillada N, Rangasamy S.
europepmc +1 more source
Measuring the Euro Exchange Rate Risk Premium: The Conditional International CAPM Approach
, 2003 Lorenzo Cappiello +2 more
openalex +1 more source