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isPartOf:"Journal of econometrics"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Farmer, Roger E. A."
~person:"Kelly, Bryan T."
~type_genre:"Graue Literatur"
~type_genre:"Working Paper"
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Farmer, Roger E. A.
Kelly, Bryan T.
Aizenman, Joshua
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Andersen, Torben
15
Diebold, Francis X.
12
Bekaert, Geert
10
Bollerslev, Tim
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Aït-Sahalia, Yacine
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Fernández-Villaverde, Jesús
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Wei, Shang-jin
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Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
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1
Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian
;
Giglio, Stefano
;
Kelly, Bryan T.
-
2019
Persistent link: https://www.econbiz.de/10012124936
Saved in:
2
Pricing assets in an economy with two types of people
Farmer, Roger E. A.
-
2016
Persistent link: https://www.econbiz.de/10011485635
Saved in:
3
Excess volatility : beyond discount rates
Giglio, Stefano
;
Kelly, Bryan T.
-
2016
Persistent link: https://www.econbiz.de/10011451780
Saved in:
4
Global sunspots and asset prices in a monetary economy
Farmer, Roger E. A.
-
2015
Persistent link: https://www.econbiz.de/10010482878
Saved in:
5
Asset prices in a lifecycle economy
Farmer, Roger E. A.
-
2014
Persistent link: https://www.econbiz.de/10010339678
Saved in:
6
The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2014
Persistent link: https://www.econbiz.de/10010360039
Saved in:
7
Firm volatility in granular networks
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
-
2013
Persistent link: https://www.econbiz.de/10010192396
Saved in:
8
Shooting the auctioneer
Farmer, Roger E. A.
;
Hollenhorst, Andrew
-
2006
Persistent link: https://www.econbiz.de/10003385041
Saved in:
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