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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006
Persistent link: https://www.econbiz.de/10003310560
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The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.; Sarno, Lucio; Taylor, Mark P.; … - In: The journal of business : B 79 (2006) 3, pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
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Timing exchange rates using order flow : the case of the Loonie
King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - 2007
Persistent link: https://www.econbiz.de/10003549589
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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan; Lustig, Hanno; Nieuwerburgh, Stijn van - 2012
Persistent link: https://www.econbiz.de/10009577599
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The wealth-consumption ratio
Lustig, Hanno; Nieuwerburgh, Stijn van; Verdelhan, Adrien - 2012
Persistent link: https://www.econbiz.de/10009577601
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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The booms and busts of beta arbitrage
Huang, Shiyang; Lou, Dong; Polk, Christopher - 2016
Persistent link: https://www.econbiz.de/10011550863
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The origins of stock market fluctuations
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2015
Persistent link: https://www.econbiz.de/10010482972