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Factor analysis with large panels volatility proxies
Ghysels, Eric - 2014
Persistent link: https://www.econbiz.de/10010382083
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Empirical evaluation of overspecified asset pricing models
Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - 2017
Persistent link: https://www.econbiz.de/10011708502
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Labor unemployment risk and ceo incentive compensation
Ellul, Andrew; Wang, Cong; Zhang, Kuo - 2016
Persistent link: https://www.econbiz.de/10011586763
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Monetary policy under uncertainty in an estimated model with labour market frictions
Sala, Luca; Söderström, Ulf; Trigari, Antonella - 2008
Persistent link: https://www.econbiz.de/10003717365
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Sources of risk in currency returns
Chernov, Mikhail; Graveline, Jeremy; Zviadadze, Irina - 2012
Persistent link: https://www.econbiz.de/10009502462
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The econometric analysis of models with risk terms
Pagan, Adrian R.; Ullah, Aman - 1986
Persistent link: https://www.econbiz.de/10000701238
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Second order approximation of dynamic models with time-varying risk
Benigno, Gianluca; Benigno, Pierpaolo; Nisticò, Salvatore - 2011
Persistent link: https://www.econbiz.de/10008859119
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Regime switches in the risk-return trade-off
Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano - 2013
Persistent link: https://www.econbiz.de/10010206904
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Too good to be true? Fallacies in evaluating risk factor models
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of financial economics 132 (2019) 2, pp. 451-471
Persistent link: https://www.econbiz.de/10012136929