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Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2014
Persistent link: https://www.econbiz.de/10011311374
Saved in:
2
Adjusted money's worth ratios in life annuities
Casassus, Jaime
;
Walker Hitschfeld, Eduardo
-
2013
Persistent link: https://www.econbiz.de/10009746044
Saved in:
3
The economic impact of oil on industry portfolios
Casassus, Jaime
;
Higuera, Freddy
-
2013
-
Rev. Feb. 2013
Persistent link: https://www.econbiz.de/10009746052
Saved in:
4
Adjusted money's worth ratios in life annuities
Casassus, Jaime
;
Walker Hitschfeld, Eduardo
-
2013
Persistent link: https://www.econbiz.de/10009765774
Saved in:
5
Stock return predictability and oil prices
Casassus, Jaime
;
Higuera, Freddy
-
2011
Persistent link: https://www.econbiz.de/10009539411
Saved in:
6
Relative scarcity of commodities with a long-term economic relationship and the correlation of futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2011
Persistent link: https://www.econbiz.de/10009382382
Saved in:
7
Consumption and hedging in oil-importing developing countries
Aldunate, Felipe
;
Casassus, Jaime
;
Sauma, Enzo E.
-
2010
Persistent link: https://www.econbiz.de/10009237135
Saved in:
8
Correlation structure between inflation and oil futures returns : an equilibrium approach
Casassus, Jaime
;
Ceballos, Diego
;
Higuera, Freddy
-
2010
Persistent link: https://www.econbiz.de/10009237148
Saved in:
9
Equilibrium commodity prices with irreversible investment and non-linear technology
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Routledge, …
-
2005
Persistent link: https://www.econbiz.de/10003259805
Saved in:
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