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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Estimation of jump tails
Bollerslev, Tim; Todorov, Viktor - 2010
Persistent link: https://www.econbiz.de/10003959796
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The log-linear return approximation, bubbles, and predictability
Engsted, Tom; Pedersen, Thomas Q.; Tanggaard, Carsten - 2010
Persistent link: https://www.econbiz.de/10008651718
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela; Schotman, Peter C. - 2012
Persistent link: https://www.econbiz.de/10009576958
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End-of-the-year economic growth and time-varying expected returns
Møller, Stig Vinther; Rangvid, Jesper - 2012
Persistent link: https://www.econbiz.de/10009632221
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Do realized skewness and kurtosis predict the cross-section of equity returns?
Amaya, Diego (contributor) - 2011
Persistent link: https://www.econbiz.de/10009385117
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Classifying returns as extreme : European stock and bond markets
Christiansen, Charlotte - 2013
Persistent link: https://www.econbiz.de/10010200868
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Bootstrapping pre-averaged realized volatility under market microstructure noise
Hounyo, Ulrich; Gonçalves, Sílvia; Meddahi, Nour - 2013
Persistent link: https://www.econbiz.de/10009790617
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Risk-return trade-off for European stock markets
Aslanidis, Nektarios; Christiansen, Charlotte; Savva, … - 2013
Persistent link: https://www.econbiz.de/10010190893