Essays about: "Usama Malik"

Found 1 essay containing the words Usama Malik.

  1. 1. Pricing power and time-variation of global factor proxies

    University essay from Lunds universitet/Nationalekonomiska institutionen

    Author : Usama Malik; [2020]
    Keywords : international asset pricing; financial integration; Stochastic Discount Factor; pricing power; time-variation; Business and Economics;

    Abstract : The marginal pricing power and individual impact of proxies used in international asset pricing and financial integration studies is not well researched. In this study I look at the most widely used proxies; i.e. World Index Return, change in Eurodollar rate, change in spread between 10-year U. READ MORE