//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
~person:"Bakshi, Gurdip S."
~person:"Santa-Clara, Pedro"
~subject:"Asset pricing models"
~subject:"CAPM"
~subject:"Exchange rate"
~subject:"Volatility"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: economics
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Asset pricing models
CAPM
Exchange rate
Volatility
Theorie
8
Theory
8
Capital income
6
Kapitaleinkommen
6
Option pricing theory
5
Optionspreistheorie
5
Risikoprämie
5
Risk premium
5
Estimation
4
Portfolio selection
4
Portfolio-Management
4
Schätzung
4
Forecasting model
3
Prognoseverfahren
3
Risiko
3
Risk
3
Stochastic process
3
Stochastischer Prozess
3
USA
3
United States
3
Volatilität
3
Wechselkurs
3
Yield curve
3
Zinsstruktur
3
Aktienmarkt
2
Derivat
2
Derivative
2
Estimation theory
2
Forecast
2
Option trading
2
Optionsgeschäft
2
Prognose
2
Schätztheorie
2
Stock market
2
1947-2007
1
Anlageverhalten
1
Anomalies
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Bakshi, Gurdip S.
Santa-Clara, Pedro
Harvey, Campbell R.
7
Pedersen, Lasse Heje
7
Bali, Turan G.
6
Fama, Eugene F.
6
Jacobs, Kris
6
Bollerslev, Tim
5
Chordia, Tarun
5
Christoffersen, Peter F.
5
French, Kenneth Ronald
5
Kelly, Bryan T.
5
Moskowitz, Tobias J.
5
Shanken, Jay
5
Stambaugh, Robert F.
5
Ang, Andrew
4
Ball, Ray
4
Boons, Martijn
4
Della Corte, Pasquale
4
Ferson, Wayne E.
4
Linnainmaa, Juhani
4
Longstaff, Francis A.
4
Sarno, Lucio
4
Todorov, Viktor
4
Wang, Junbo
4
Zhou, Guofu
4
Ai, Hengjie
3
Avramov, Doron
3
Aït-Sahalia, Yacine
3
Bai, Jennie
3
Bandi, Federico M.
3
Barroso, Pedro
3
Bessembinder, Hendrik
3
Chan, Kalok
3
Chernov, Mikhail
3
Collin-Dufresne, Pierre
3
Ghysels, Eric
3
Giglio, Stefano
3
Goldstein, Robert S.
3
Hou, Kewei
3
more ...
less ...
Published in...
All
Journal of financial economics
Fisher College of Business working paper series
2
Charles A. Dice Center Working Paper
1
Journal of Financial Economics
1
Journal of monetary economics
1
The journal of fixed income
1
The review of economics and statistics
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Momentum has its moments
Barroso, Pedro
;
Santa-Clara, Pedro
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 111-120
Persistent link: https://www.econbiz.de/10011347950
Saved in:
2
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
3
Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
Saved in:
4
Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
Saved in:
5
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
Saved in:
6
Do subjective expectations explain asset pricing puzzles?
Bakshi, Gurdip S.
;
Skoulakis, Georgios
- In:
Journal of financial economics
98
(
2010
)
3
,
pp. 462-477
Persistent link: https://www.econbiz.de/10008827020
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10001636757
Saved in:
8
Spanning and derivative-security valuation
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
Saved in:
9
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
Saved in:
10
Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.
;
Ju, Nengjiu
;
Ou-Yang, Hui
- In:
Journal of financial economics
82
(
2006
)
1
,
pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->