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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
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Centre for Analytical Finance <Århus>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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1,712
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Federal Reserve System / Board of Governors
17
Reserve Bank of Australia
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Swiss National Centre of Competence in Research North South <Bern>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
31
Ensaios econômicos
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ECONIS (ZBW)
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1
Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
Saved in:
2
Can a habit formation model really explain the forward premium anomaly?
Costa, Carlos E. da
;
Vasconcelos, Jivago X.
-
2009
Persistent link: https://www.econbiz.de/10003891286
Saved in:
3
The forward- and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2009
Persistent link: https://www.econbiz.de/10003908969
Saved in:
4
The forward- and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2010
Persistent link: https://www.econbiz.de/10008808890
Saved in:
5
The forward-and the equity-premium puzzles : two symptoms of the same illness?
Costa, Carlos E. da
;
Issler, João Victor
;
Matos, Paulo
-
2012
Persistent link: https://www.econbiz.de/10009532940
Saved in:
6
The risk premium on Brazilian government debt, 1996 - 2002
Loureiro, André Soares
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953728
Saved in:
7
The comovement of US and UK stock markets
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660129
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8
Using irregularly spaced returns to estimate multi-factor models : application to Brazilian equity data
Veiga, Alvaro
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001953799
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9
The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic
volatility
model
Jensen, Morten Berg
(
contributor
);
Lunde, Asger
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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10
Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions
Athanasopoulos, George
;
Guillén, Osmani Teixeira de …
-
2009
Persistent link: https://www.econbiz.de/10003822297
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