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Working paper / Federal Reserve Bank of San Francisco
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1
Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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2
A comparison of discount rate models using international stock market data
Kasa, Kenneth
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000907530
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3
Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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4
Evaluating interest rate covariance models within a value-at-risk framework
Ferreira, Miguel A.
(
contributor
); …
-
2004
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10002049086
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5
Evaluating covariance matrix forecasts in a value-at-risk framework
García López, José A.
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577834
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6
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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7
How do trade and financial integration affect the relationship between growth and
volatility
Kose, M. Ayhan
(
contributor
);
Prasad, Eswar S.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003156367
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8
Nonlinearities in international business cycles
Valderrama, Diego
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760768
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9
Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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10
Expectation traps and discretion
Chari, Varadarajan V.
;
Christiano, Lawrence J.
; …
-
1996
Persistent link: https://www.econbiz.de/10000939627
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