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institution:"The Wharton Financial Institutions Center"
~institution:"Banco Central do Brasil"
~institution:"Harvard Institute of Economic Research"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~subject:"Capital income"
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Kapitaleinkommen
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Diebold, Francis X.
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Angeletos, Marios
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The Wharton Financial Institutions Center
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Svenska Handelshögskolan <Helsinki>
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593
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Ekonomi och samhälle : Skrifter uitgivna av Svenska Handelshögskolan
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ECONIS (ZBW)
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Expected asset returns and financial risks : some empirical evidence on Swedish data
Nummelin, Kim
-
1994
Persistent link: https://www.econbiz.de/10000883272
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2
Financial asset returns, direction-of-change forecasting, and volatility dynamics
Christoffersen, Peter F.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002100081
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3
Forecasting the term structure of government bond yields
Diebold, Francis X.
(
contributor
);
Li, Canlin
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001727236
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4
The negative news threshold : an explanation for negative skewness in stock returns
Ekholm, Anders
(
contributor
);
Pasternack, Daniel
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641822
Saved in:
5
A no-arbitrage approach to range-based estimation of return covariances and correlations
Brandt, Michael W.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001785523
Saved in:
6
The effects of the Brazilian ADRs Program on domestic market efficiency
Tabak, Benjamin Miranda
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001743252
Saved in:
7
Equity volatility and corporate bond yields
Campbell, John Y.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822330
Saved in:
8
The 6D bias and the equity premium puzzle
Gabaix, Xavier
(
contributor
);
Laibson, David I.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822381
Saved in:
9
Idiosyncratic production risk, growth and the business cycle
Angeletos, Marios
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001822522
Saved in:
10
Some like it smooth, and some like it rough : untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001899970
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