80 Karaoli & Dimitriou Str.
18534 Piraeus, 185 34 -GR
86 Eolou Str.
University of Piraeus - Department of Banking and Financial Management
National Bank of Greece
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Keywords: CAPM, Integration of Stock Markets, European Monetary Union.
Globalization, Cost of Equity, Convergence, Integration
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File name: SSRN-id541203.
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Globalization, cost of equity, convergence, integration
Dividend-Price Ratio, Stock Returns, Predictability, Capital Gains, Dividend Yield
Fisher Effect, VAR, Expectations Hypothesis, Consumption CAPM
General equilibrium, term structure of interest rates, Consumption-CAPM, asset pricing, output, inflation
File name: SSRN-id533983.
General equilibrium, term structure of interest rates
PPP, unit roots
Real exchange rate, persistence measures, nominal rigidities, VAR, impulse response
Asset Allocation, Convergence, Cost of Equity, EMU, Industrial Sectors, Integration
Term Structure, Consumption CAPM, Structural VAR
real exchange rate, persistence measures, VAR, impulse response function, PPP
CAPM, cash-flow risk, discount-rate risk, VAR-GARCH, BEKK, value, size
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