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Tobins̉ imperfect asset substitution in optimizing general equilibrium

Andrés, Javier (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001987130

Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates

Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002115886

Testing the expectations hypothesis : some new evidence

Dittmar, Robert F. (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001982897

Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001982928

Testing the expectations hypothesis : some new evidence for Japan

Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001986701

Idiosyncratic volatility, stock market volatility, and expected stock returns

Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001985899

Time-varying risk premia and the cross section of stock returns

Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev

Persistent link: https://www.econbiz.de/10001973914

Strategic asset allocation and consumption decisions under multivariate regime switching

Guidolin, Massimo (contributor); … - 2005

"This paper studies strategic asset allocation and consumption choice in the presence of regime switching in asset returns. We find evidence that four separate regimes - characterized as crash, slow growth, bull and recovery states - are required to capture the joint distribution of stock and...

Persistent link: https://www.econbiz.de/10002917579