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~person:"Ferson, Wayne E."
~person:"Lettau, Martin"
~person:"Warnock, Francis E."
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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Ferson, Wayne E.
Lettau, Martin
Warnock, Francis E.
Gupta, Rangan
37
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16
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ECONIS (ZBW)
19
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1
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10
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19
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1
On returns differentials
Curcuru, Stephanie E.
;
Thomas, Charles P.
;
Warnock, …
- In:
Journal of international money and finance
36
(
2013
),
pp. 1-25
Persistent link: https://www.econbiz.de/10009768572
Saved in:
2
US international equity investment and past prospective returns
Curcuru, Stephanie E.
;
Thomas, Charles P.
;
Warnock, …
- In:
The American economic review
101
(
2011
)
7
,
pp. 3440-3455
Persistent link: https://www.econbiz.de/10009538752
Saved in:
3
Decomposing the US external returns differential
Curcuru, Stephanie E.
;
Dvořák, Tomáš
;
Warnock, …
- In:
Journal of international economics
80
(
2010
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10003941021
Saved in:
4
Testing portfolio efficiency with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2735-2758
Persistent link: https://www.econbiz.de/10003866868
Saved in:
5
International capital flows and US interest rates
Warnock, Francis E.
;
Warnock, Veronica C.
- In:
Journal of international money and finance
28
(
2009
)
6
,
pp. 903-919
Persistent link: https://www.econbiz.de/10003888019
Saved in:
6
Cross-border returns differentials
Curcuru, Stephanie E.
;
Dvořák, Tomáš
;
Warnock, …
- In:
The quarterly journal of economics
123
(
2008
)
4
,
pp. 1495-1530
Persistent link: https://www.econbiz.de/10003779643
Saved in:
7
Reconciling the return predictability evidence
Lettau, Martin
;
Nieuwerburgh, Stijn van
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1607-1652
Persistent link: https://www.econbiz.de/10003765314
Saved in:
8
The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin
;
Ludvigson, Sydney C.
;
Wachter, Jessica
- In:
The review of financial studies
21
(
2008
)
4
,
pp. 1653-1687
Persistent link: https://www.econbiz.de/10003765316
Saved in:
9
Stochastic discount factor bounds with conditioning information
Ferson, Wayne E.
;
Siegel, Andrew F.
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 567-595
Persistent link: https://www.econbiz.de/10001764239
Saved in:
10
Performance evaluation with stochastic discount factors
Farnsworth, Heber
;
Ferson, Wayne E.
;
Jackson, David
; …
- In:
The journal of business : B
75
(
2002
)
3
,
pp. 473-503
Persistent link: https://www.econbiz.de/10001682443
Saved in:
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