Global Stock Markets

Name: Global Stock Markets
Author: Wolfgang Drobetz

Expected returns, consumption, and the business cycle

Specificaties

Paperback, 332 blz. | Engels

Deutscher Universitätsverlag | 2000e druk, 2000

ISBN13: 9783824472727

Rubricering

Deutscher Universitätsverlag 2000e druk, 2000 9783824472727

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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

Uitgever:Deutscher Universitätsverlag

Druk:2000

Hoofdrubriek:Reclame en verkoop, Marketing, Algemeen management

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