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~isPartOf:"Cahier / Département de Sciences Économiques, Université de Montréal"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Capital market returns"
~subject:"Einkommenshypothese"
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Capital market returns
Einkommenshypothese
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Cahier / Département de Sciences Économiques, Université de Montréal
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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1
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1
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ECONIS (ZBW)
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Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
Saved in:
2
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Dobrev, Dobrislav
;
Schaumburg, Ernst
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 388-409
Persistent link: https://www.econbiz.de/10011987513
Saved in:
3
Rejoinder on: nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio
;
Ardison, Kym
;
Garcia, René
;
Vicente, Jose
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 418-426
Persistent link: https://www.econbiz.de/10011987534
Saved in:
4
Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René
;
Lusardi, Annamaria
;
Ng, Serena
-
1995
Persistent link: https://www.econbiz.de/10001512544
Saved in:
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