Default Risk and Equity Returns: A Comparison of the Bank-Based German and the U.S. Financial System
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References listed on IDEAS
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- Artmann, Sabine & Finter, Philipp & Kempf, Alexander, 2011. "Determinants of expected stock returns: Large sample evidence from the German market," CFR Working Papers 10-01 [rev.], University of Cologne, Centre for Financial Research (CFR).
- Artmann, Sabine & Finter, Philipp & Kempf, Alexander, 2010. "Determinants of expected stock returns: Large sample evidence from the German market," CFR Working Papers 10-01, University of Cologne, Centre for Financial Research (CFR).
More about this item
KeywordsAsset pricing; Stochastic Discount Factor; Default Risk;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-11 (All new papers)
- NEP-BAN-2009-09-11 (Banking)
- NEP-BEC-2009-09-11 (Business Economics)
- NEP-EEC-2009-09-11 (European Economics)
- NEP-RMG-2009-09-11 (Risk Management)
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