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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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Do long-term swings in the dollar affect estimates of the risk premia?
Evans, Martin D. D. - In: The review of financial studies 8 (1995) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10001188917
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Nonparametric predictive regression
Kasparis, Ioannis; Andreou, Elena; Phillips, Peter C. B. - In: Journal of econometrics 185 (2015) 2, pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
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Testing beta-pricing models using large cross-sections
Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo - In: The review of financial studies 33 (2020) 6, pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829
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Testing for non-correlation between price and volatility jumps
Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot - In: Journal of econometrics 197 (2017) 2, pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
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Testing for episodic predictability in stock returns
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M. - In: Journal of econometrics 227 (2022) 1, pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
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The long-term performance of corporate bonds (and stocks) following seasoned equity offerings
Eberhart, Allan C.; Siddique, Akhtar R. - In: The review of financial studies 15 (2002) 5, pp. 1385-1406
Persistent link: https://www.econbiz.de/10001718714
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Climate risks and market efficiency
Hong, Harrison G.; Li, Frank Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281
Persistent link: https://www.econbiz.de/10012144990
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - In: Journal of econometrics 117 (2003) 2, pp. 207-244
Persistent link: https://www.econbiz.de/10001799064