Attributes | Values |
---|
rdf:type
| |
rdfs:seeAlso
| |
Description
| - This paper examines both the Capital Asset Pricing Model (CAPM)and macroeconomic factor models in terms of their ability to explain average stock returns using data from the Visegrad countries. We find, as expected, that the CAPM is not able to do this task. However, factor models, including factors such as the excess market return, industrial production, inflation, money, the exchange rate, exports, the commodity index, and the term structure, can in fact explain part of the variance in the Visegrad countries' stock returns.
- This paper examines both the Capital Asset Pricing Model (CAPM)and macroeconomic factor models in terms of their ability to explain average stock returns using data from the Visegrad countries. We find, as expected, that the CAPM is not able to do this task. However, factor models, including factors such as the excess market return, industrial production, inflation, money, the exchange rate, exports, the commodity index, and the term structure, can in fact explain part of the variance in the Visegrad countries' stock returns. (en)
|
Title
| - Testing multi-factor asset pricing models in the Visegrad countries
- Testing multi-factor asset pricing models in the Visegrad countries (en)
|
skos:prefLabel
| - Testing multi-factor asset pricing models in the Visegrad countries
- Testing multi-factor asset pricing models in the Visegrad countries (en)
|
skos:notation
| - RIV/67985998:_____/11:00364580!RIV12-MSM-67985998
|
http://linked.open...avai/predkladatel
| |
http://linked.open...avai/riv/aktivita
| |
http://linked.open...avai/riv/aktivity
| - P(LC542), Z(AV0Z70850503)
|
http://linked.open...iv/cisloPeriodika
| |
http://linked.open...vai/riv/dodaniDat
| |
http://linked.open...aciTvurceVysledku
| |
http://linked.open.../riv/druhVysledku
| |
http://linked.open...iv/duvernostUdaju
| |
http://linked.open...titaPredkladatele
| |
http://linked.open...dnocenehoVysledku
| |
http://linked.open...ai/riv/idVysledku
| - RIV/67985998:_____/11:00364580
|
http://linked.open...riv/jazykVysledku
| |
http://linked.open.../riv/klicovaSlova
| - capital asset pricing model; macroeconomic factor models; asset pricing (en)
|
http://linked.open.../riv/klicoveSlovo
| |
http://linked.open...odStatuVydavatele
| |
http://linked.open...ontrolniKodProRIV
| |
http://linked.open...i/riv/nazevZdroje
| - Finance a úvěr-Czech Journal of Economics and Finance
|
http://linked.open...in/vavai/riv/obor
| |
http://linked.open...ichTvurcuVysledku
| |
http://linked.open...cetTvurcuVysledku
| |
http://linked.open...vavai/riv/projekt
| |
http://linked.open...UplatneniVysledku
| |
http://linked.open...v/svazekPeriodika
| |
http://linked.open...iv/tvurceVysledku
| |
http://linked.open...ain/vavai/riv/wos
| |
http://linked.open...n/vavai/riv/zamer
| |
issn
| |
number of pages
| |
is http://linked.open...avai/riv/vysledek
of | |