Value premium and macroeconomic conditions: Evidence from cross-country data

DSpace/Manakin Repository

Show simple item record

dc.contributor.advisor Colonnello, Stefano it_IT
dc.contributor.author Khalilov, Akbar <1996> it_IT
dc.date.accessioned 2022-06-15 it_IT
dc.date.accessioned 2022-10-11T08:25:19Z
dc.date.issued 2022-07-12 it_IT
dc.identifier.uri http://hdl.handle.net/10579/21510
dc.description.abstract In this study, I examine how the value premium varies with macroeconomic conditions across 22 countries using yearly data from 1961 to 2021. In the study I proxy for the state of the business cycle by means of six macroeconomic factors (GDP growth, unemployment, inflation, export, import). Equipped with these data, I assess several risk-based explanations from the literature on the drivers of the value premium. it_IT
dc.language.iso en it_IT
dc.publisher Università Ca' Foscari Venezia it_IT
dc.rights © Akbar Khalilov, 2022 it_IT
dc.title Value premium and macroeconomic conditions: Evidence from cross-country data it_IT
dc.title.alternative it_IT
dc.type Master's Degree Thesis it_IT
dc.degree.name Economia e finanza it_IT
dc.degree.level Laurea magistrale it_IT
dc.degree.grantor Dipartimento di Economia it_IT
dc.description.academicyear 2021/2022_sessione estiva_110722 it_IT
dc.rights.accessrights closedAccess it_IT
dc.thesis.matricno 877330 it_IT
dc.subject.miur SECS-P/09 FINANZA AZIENDALE it_IT
dc.description.note it_IT
dc.degree.discipline it_IT
dc.contributor.co-advisor it_IT
dc.date.embargoend 10000-01-01
dc.provenance.upload Akbar Khalilov (877330@stud.unive.it), 2022-06-15 it_IT
dc.provenance.plagiarycheck Stefano Colonnello (stefano.colonnello@unive.it), 2022-07-11 it_IT


Files in this item

This item appears in the following Collection(s)

Show simple item record