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~person:"Bakshi, Gurdip S."
~person:"Lee, Hyejin"
~person:"Rubio, Gonzalo"
~subject:"Capital income"
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Capital income
Discounting
21
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14
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10
Stochastic process
8
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Bakshi, Gurdip S.
Lee, Hyejin
Rubio, Gonzalo
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7
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6
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5
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5
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Handbook of the equity risk premium
3
Quantitative finance
2
Working paper series / Department of Economics, Auburn University
2
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1
International review of economics & finance : IREF
1
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ECONIS (ZBW)
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1
Trend breaks and the persistence of closed‐end fund discounts
Durmaz, Nazif
;
Kim, Hyeongwoo
;
Lee, Hyejin
;
Sun, Yanfei
-
2023
Persistent link: https://www.econbiz.de/10014514160
Saved in:
2
Trend breaks and the persistence of closed‐end mutual fund discounts
Durmaz, Nazif
;
Kim, Hyeongwoo
;
Lee, Hyejin
;
Sun, Yanfei
-
2023
Persistent link: https://www.econbiz.de/10014249739
Saved in:
3
Market-wide illiquidity and the distribution of non-parametric stochastic discount factors
Abad Díaz, David
;
Nieto Domenech, Belen
;
Pascual, Roberto
- In:
International review of financial analysis
87
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014460538
Saved in:
4
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500183
Saved in:
5
Extracting expected stock risk premia from option prices and the information contained in non-parametric-out-of-sample stochastic discount factors
González-Urteaga, Ana
;
Nieto Domenech, Belen
;
Rubio, …
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 713-727
Persistent link: https://www.econbiz.de/10012500184
Saved in:
6
Studying the implications of consumption and asset return data for stochastic discount factors in incomplete international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
-
2017
Persistent link: https://www.econbiz.de/10011583440
Saved in:
7
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
Saved in:
8
Cash flow risk, discounting risk, and the equity premium puzzle
Bakshi, Gurdip S.
;
Chen, Zhiwu
- In:
Handbook of the equity risk premium
,
(pp. 377-402)
.
2008
Persistent link: https://www.econbiz.de/10003598683
Saved in:
9
Cash flow risk, discounting risk, and the equity premium puzzle : discussion
Gala, Vito D.
- In:
Handbook of the equity risk premium
,
(pp. 403-408)
.
2008
Persistent link: https://www.econbiz.de/10003598686
Saved in:
10
Cash flow risk, discounting risk, and the equity premium puzzle : discussion
Menzly, Lior
- In:
Handbook of the equity risk premium
,
(pp. 409-414)
.
2008
Persistent link: https://www.econbiz.de/10003598688
Saved in:
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