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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
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Optimal portfolio choice under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
"This paper proposes a new tractable approach to solving multi-period asset allocation problems. We assume that investor preferences are defined over moments of the terminal wealth distribution such as its skew and kurtosis. Time-variations in investment opportunities are driven by a regime...
Persistent link: https://www.econbiz.de/10002917583
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001971174
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The use of long-run restrictions for the identification of technology shocks
Francis, Neville (contributor);  … - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979869
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
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Modeling volcker as a non-absorbing state : agnostic identification of a markov-switching VAR
Owyang, Michael T. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001974169
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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
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Symposium on Mutal Funds and Monetary Aggregates
Symposium on Mutual Funds and Monetary Aggregates … - In: Review / Federal Reserve Bank of St. Louis 76 (1994) 6, pp. 1-51
Persistent link: https://www.econbiz.de/10001174976
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Subjective probabilities : psychological evidence and economic applications
Chiodo, Abbigail J.; Guidolin, Massimo; Owyang, Michael T. - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979861