Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Pankaj Avinash Chandorkar"'
Publikováno v:
Investment Management & Financial Innovations, Vol 13, Iss 4, Pp 146-159 (2016)
The authors investigate the impact of structural monetary policy shocks on ex-post equity risk premium (ERP) of aggregate and sectoral FTSE indices and 25 Fama-French style value-weighted portfolios. They find that monetary policy shocks negatively a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e70a3ed0a8e4add41facc0db3d9b7b76
https://doi.org/10.21511/imfi.13(4-1).2016.01
https://doi.org/10.21511/imfi.13(4-1).2016.01
Publikováno v:
IndraStra Global.
The paper examines the relationship and the cross-sectional asset pricing implications of risk arising from the innovations in the short and the long-term implied market volatility on excess returns of the FTSE100 and the FTSE250 indices and the 25 v
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::78d4a82d2acee33c871cfc9faa6dadbd
https://doi.org/10.1016/j.ribaf.2019.01.006
https://doi.org/10.1016/j.ribaf.2019.01.006