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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~language:"eng"
~language:"sqi"
~person:"Branger, Nicole"
~person:"Dennis, Richard J."
~person:"Li, Kai"
~person:"Pesaran, M. Hashem"
~subject:"CAPM"
~subject:"EU-Staaten"
~subject:"Monetary policy"
~subject:"Rational expectations"
~subject:"United States"
~type:"article"
~type:"book"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"No longer published / No longer aquired"
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Journal of economic dynamics & control
The journal of finance : the journal of the American Finance Association
The review of financial studies
8
Journal of financial and quantitative analysis : JFQA
7
Journal of applied econometrics
6
Journal of econometrics
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ECONIS (ZBW)
19
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1
Monetary and macroprudential policy interactions in a model of the euro area
Dennis, Richard J.
;
Ilbas, Pelin
- In:
Journal of economic dynamics & control
154
(
2023
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014480315
Saved in:
2
Computing time-consistent equilibria : a perturbation approach
Dennis, Richard J.
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-28
Persistent link: https://www.econbiz.de/10013464698
Saved in:
3
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013394035
Saved in:
4
Investor overconfidence and the security market line : new evidence from China
Han, Xing
;
Li, Kai
;
Li, Youwei
- In:
Journal of economic dynamics & control
117
(
2020
),
pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
Saved in:
5
Time to build and bond risk premia
Guo, Bin
;
Huang, Fuzhe
;
Li, Kai
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012504154
Saved in:
6
Level and slope of volatility smiles in long-run risk models
Branger, Nicole
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 95-122
Persistent link: https://www.econbiz.de/10011973857
Saved in:
7
"Nobody is perfect" : asset pricing and long-run survival when heterogeneous investors exhibit different kinds of filtering errors
Branger, Nicole
;
Schlag, Christian
;
Wu, Lue
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 303-333
Persistent link: https://www.econbiz.de/10011589540
Saved in:
8
Robustness of stable volatility strategies
Branger, Nicole
;
Mahayni, Antje
;
Zieling, Daniel
- In:
Journal of economic dynamics & control
60
(
2015
),
pp. 134-151
Persistent link: https://www.econbiz.de/10011575084
Saved in:
9
Corporate innovations and mergers and acquisitions
Bena, Jan
;
Li, Kai
- In:
The journal of finance : the journal of the American …
69
(
2014
)
5
,
pp. 1923-1960
Persistent link: https://www.econbiz.de/10010489680
Saved in:
10
Imperfect credibility and robust monetary policy
Dennis, Richard J.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 218-234
Persistent link: https://www.econbiz.de/10010473543
Saved in:
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