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Expected stock returns and variance risk premia
Bollerslev, Tim; Tauchen, George Eugene; Zhou, Hao - 2008
Persistent link: https://www.econbiz.de/10010218854
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The stock market and aggregate employment
Chen, Long; Zhang, Lu - 2009
Persistent link: https://www.econbiz.de/10003875812
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Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001764084
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Duration, convexity, and other bond risk measures
Fabozzi, Frank J. - 1999
Persistent link: https://www.econbiz.de/10001458594
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Index-exciting CAViaR : a new empirical time-varying risk model
Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24
Persistent link: https://www.econbiz.de/10009514126
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Equity market volatility and expected risk premium
Chen, Long (contributor); Guo, Hui (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003739618
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Momentum strategies based on reward-risk stock selection criteria
Račev, Svetlozar T.; Jašić, Teo; Stoyanov, Stoyan; … - In: Journal of banking & finance 31 (2007) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003522928
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Is value riskier than growth?
Petkova, Ralitsa; Zhang, Lu - In: Journal of financial economics 78 (2005) 1, pp. 187-202
Persistent link: https://www.econbiz.de/10003127880
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Bond pricing, yield measures, and total return
Fabozzi, Frank J. - In: The handbook of fixed income securities, (pp. 73-105). 2005
Persistent link: https://www.econbiz.de/10003054140