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Mutual fund performance and changes in factor exposure
Bessler, Wolfgang; Conlon, Thomas; Mingo-López, Diego … - In: The journal of financial research : the journal of the … 45 (2022) 1, pp. 17-52
Persistent link: https://www.econbiz.de/10013188114
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Comoment risk in corporate bond yields and returns
François, Pascal; Heck, Stephanie; Hübner, Georges; … - In: The journal of financial research : the journal of the … 45 (2022) 3, pp. 471-512
Persistent link: https://www.econbiz.de/10013468307
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Portfolio returns and consumption growth covariation in the frequency domain, real economic activity, and expected returns
Piccotti, Louis R. - In: The journal of financial research : the journal of the … 45 (2022) 3, pp. 513-549
Persistent link: https://www.econbiz.de/10013468310
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The credit channel of monetary policy before and after the zero lower bound : evidence from the US equity market
Farka, Mira - In: The journal of financial research : the journal of the … 45 (2022) 3, pp. 633-693
Persistent link: https://www.econbiz.de/10013468315