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The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the...
1. Introduction
2 . A Brief Literature Review
 
 
  •  1. Introduction
    •  2 . A Brief Literature Review
    •  3. The Methodology
    • 4. Data and Empirical Results
      •  4.1. Description of Data Sets and Sample Period
      •  4.2. Macroeconomic Data
      •  4.3. Derivation of Factors from Macro Economic Data
      •  4.4. Construction of Portfolios
      •  4.5. Estimation of Factor Beta Coefficients
      •  4.6. Estimation of Factor Risk Premia and Significance Tests of Factor Betas on Asset Returns
    •  5. Conclusions
  •  References
  •  Appendix
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The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the German and the Turkish Stock Markets in an APT Framework / Erdinc Altay
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Halle (Saale) 2003
Rechtsdrehung 90°Linksdrehung 90°
  
  
  
  
  
 
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