Asset Pricing with Observable Stochastic Discount Factors.
Authors: | Smith, Peter N ; Wickens, Michael R |
---|---|
Institutions: | Department of Economics and Related Studies, University of York |
Subject: | Asset Pricing | Stochastic Discount Factors | Forex | Equity Term Structure | Affine Factor Models | Consumption CAPM | Financial Econometrics | GARCH |
-
Microeconomic Sources of Equity Risk
Wickens, Michael R., (2003)
-
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip, (2012)
-
New entropy restrictions and the quest for better specified asset pricing models
Bakshi, Gurdip S., (2014)
- More ...
-
Clare, Andrew, (2012)
-
Men, Women and the Hiring Function
Mumford, Karen,
-
Predicting UK Stock Returns and Robust Tests of Mean Variance Efficiency
Clare, Andrew,
- More ...