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Interest rate sensitivity and risk premium of property stocks
2 references·1 citing·12 second hop
Interest rate sensitivity and risk premium of property stocks (2003)Interest rate sensitivity and risk premiu…Chapter 4 The arbitrage pricing theory and multifactor models of asset returns (1995)Chapter 4 The arbitrage prici…The Arbitrage Pricing Theory and Multifactor Models of Asset Returns (1993)The Arbitrage Pricing Theory …Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study (2015)Public Real Estate and the Te…Generalized autoregressive conditional heteroskedasticity (1986)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Chapter 12 Tests of multifactor pricing models, volatility bounds and portfolio performance (2003)Diversification and the Optimal Construction of Basis Portfolios (2005)A Study on the Effect of Macroeconomic Variables on Indian Mutual Funds (2022)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Tests of Multifactor Pricing Models, Volatility Bounds and Portfolio Performance (2003)Firm heterogeneity and credit risk diversification (2007)A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling (2018)
this work references cited by second hop

References

  • 1993The Arbitrage Pricing Theory and Multifactor Models of Asset Returns84 cited
  • 1995Chapter 4 The arbitrage pricing theory and multifactor models of asset returns29 cited

Cited by

  • 2015Public Real Estate and the Term Structure of Interest Rates: A Cross-Country Study19 cited

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