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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000747131
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Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
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Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M. - In: The review of financial studies 21 (2008) 5, pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
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Momentum profits, factor pricing, and macroeconomic risk
Liu, Laura Xiaolei; Zhang, Lu - In: The review of financial studies 21 (2008) 6, pp. 2417-2448
Persistent link: https://www.econbiz.de/10003805065
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Good times or bad times?: investors' uncertainty and stock returns
Ozoguz, Arzu - In: The review of financial studies 22 (2009) 11, pp. 4377-4422
Persistent link: https://www.econbiz.de/10003896304
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The aggregate dynamics of capital structure and macroeconomic risk
Bhamra, Harjoat Singh; Kuehn, Lars-Alexander; … - In: The review of financial studies 23 (2010) 12, pp. 4287-4241
Persistent link: https://www.econbiz.de/10008797665
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Downside risk
Ang, Andrew; Chen, Joseph; Xing, Yuhang - In: The review of financial studies 19 (2006) 4, pp. 1191-1239
Persistent link: https://www.econbiz.de/10003391755
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Option coskewness and capital asset pricing
Vanden, Joel M. - In: The review of financial studies 19 (2006) 4, pp. 1279-1320
Persistent link: https://www.econbiz.de/10003391759
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Expected risk and excess returns predictability in emerging bond markets
Lin, Chih-ling; Wang, Ming-chieh; Gau, Yin-feng - In: Applied economics 39 (2007) 10/12, pp. 1511-1529
Persistent link: https://www.econbiz.de/10003511936
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Synthetic CDO pricing : the perspective of risk integration
Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587
Persistent link: https://www.econbiz.de/10010512015