more
Quicksearch:
OK
Result-List
Title
Content
Overview
Page
First page
Previous page
Go to page
[1]
[2]
[3]
[4]
[5]
[6]
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
[22]
[23]
[24]
[25]
[26]
[27]
[28]
[29]
[30]
[31]
[32]
[33]
[34]
[35]
[36]
[37]
[38]
Next page
Last page
Search the document
The Effect of Macroeconomic Factors on Asset Returns: A Comparative Analysis of the...
1. Introduction
3. The Methodology
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
Loading image ...
E-Book
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
Place and Date of Creation
Halle (Saale)
2003
Turn right 90°
Turn left 90°
