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Testing conditional factor models
Ang, Andrew; Kristensen, Dennis - 2011
Persistent link: https://www.econbiz.de/10009384188
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Systemic sovereign credit risk : lessons from the US and Europe
Ang, Andrew; Longstaff, Francis A. - 2011
systemic risk. U.S. and Euro systemic shocks are highly correlated, but there is much less systemic risk among U.S. sovereigns …
Persistent link: https://www.econbiz.de/10009009627
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Regime switches in interest rates
Ang, Andrew; Bekaert, Geert - 1998
Persistent link: https://www.econbiz.de/10000660440
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Search for a common factor in public and private real estate returns
Ang, Andrew; Nabar, Neil; Wald, Sam - 2013
Persistent link: https://www.econbiz.de/10009773370
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Asset pricing in the dark : the cross section of OTC stocks
Ang, Andrew; Shtauber, Assaf A.; Tetlock, Paul C. - 2013
Persistent link: https://www.econbiz.de/10009788143
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Downside risk and the momentum effect
Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001
Persistent link: https://www.econbiz.de/10001632872
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
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The joint cross section of stocks and options
An, Byeong-je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - 2013
Persistent link: https://www.econbiz.de/10010210735