Sökning: "Fadi Zaher"

Hittade 3 avhandlingar innehållade orden Fadi Zaher.

  1. 1. Evaluate Consumptionbased CAPM: Testing volatility restriction on intertemporal marginal rate of substitution

    Författare :Fadi Zaher; [2004]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : [abstract missing].... LÄS MER

  2. 2. Evaluating Asset-Pricing Models in International Financial Markets

    Detta är en avhandling från Lunds Universitet

    Författare :Fadi Zaher; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; financial science; economic policy; economic theory; economic systems; econometrics; Hansen-Jagannathan boundsequity premium puzzle; Forecasting methods; asset-pricing models; Economics; bootstrap; short-sales constraint; ekonomisk politik; finansiering; ekonomiska system; nationalekonomi; ekonometri; Hansen-Jagannathan bounds; ekonomisk teori; SOCIAL SCIENCES Business and economics; SAMHÄLLSVETENSKAP Ekonomi; Humanities and Social sciences; Humaniora-samhällsvetenskap;

    Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER

  3. 3. Evaluating Asset-Pricing Models in International Financial Markets

    Detta är en avhandling från Ekonomihögkskolan, Nationalekonomiska Institutionen

    Författare :Fadi Zaher; [2006]
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; ekonomisk politik; Financial science; Finansiering; ekonomiska system; economic policy; Nationalekonomi; ekonometri; economic theory; economic systems; econometrics; Hansen-Jagannathan bounds; equity premium puzzle; Forecasting methods; asset-pricing models; ekonomisk teori; Economics; bootstrap.; short-sales constraint;

    Sammanfattning : This thesis consists of three empirical studies on asset-prices in international financial markets. The purpose is three-fold. First, to evaluate whether good predictions of economic variables may be obtained by pooling information from a broad group of financial variables. LÄS MER