Narrow search
Showing 1 - 7 of 7
Cover Image
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
Cover Image
Regime switches in interest rates
Ang, Andrew; Bekaert, Geert - 1998
Persistent link: https://www.econbiz.de/10000660440
Cover Image
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
Cover Image
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
Cover Image
Downside risk and the momentum effect
Ang, Andrew; Chen, Joseph; Xing, Yuhang - 2001
Persistent link: https://www.econbiz.de/10001632872
Cover Image
Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
Cover Image
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