Three Essays on Asset Pricing from the Macroeconomic Perspective

Three Essays on Asset Pricing from the Macroeconomic Perspective
Author :
Publisher :
Total Pages : 79
Release :
ISBN-10 : OCLC:910133663
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Three Essays on Asset Pricing from the Macroeconomic Perspective by :

Download or read book Three Essays on Asset Pricing from the Macroeconomic Perspective written by and published by . This book was released on 2014 with total page 79 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Three Essays on Asset Pricing from the Macroeconomic Perspective Related Books

Three Essays on Asset Pricing from the Macroeconomic Perspective
Language: en
Pages: 79
Authors:
Categories: Capital assets pricing model
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

Three Essays on Asset Pricing
Language: en
Pages: 198
Authors: Yongli Zhang
Categories:
Type: BOOK - Published: 2007 - Publisher: ProQuest

DOWNLOAD EBOOK

G models without a monetary perspective are difficult to capture the dynamics of the real interest rates in the data of the US economy.
Three Essays on Macroeconomics and Asset Pricing
Language: en
Pages: 113
Authors: Jiangze Bian
Categories: Capital assets pricing model
Type: BOOK - Published: 2007 - Publisher:

DOWNLOAD EBOOK

The last part of this thesis empirically tests the predictive power of the equity risk premium on future macroeconomic activity. My results indicate that shocks
Three Essays in Asset Pricing
Language: en
Pages: 165
Authors: Alan Picard
Categories:
Type: BOOK - Published: 2015 - Publisher:

DOWNLOAD EBOOK

Abstract This dissertation consists of three essays. My first paper re-examines the link between idiosyncratic risk and expected returns for a large sample of f
Three Essays on Asset Allocation and Asset Pricing
Language: en
Pages: 137
Authors: Chen Cao
Categories: Asset allocation
Type: BOOK - Published: 2013 - Publisher:

DOWNLOAD EBOOK