Narrow search
Showing 1 - 10 of 172
Cover Image
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
Cover Image
Evaluating international consumption risk sharing gains : an asset return view
Lewis, Karen K.; Liu, Edith X. - In: Journal of monetary economics 71 (2015), pp. 84-98
Persistent link: https://www.econbiz.de/10011381612
Cover Image
An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
Cover Image
Comment on "Growth uncertainty, generalized disappointment aversion and production-based asset pricing"
Lochstoer, Lars A. - In: Journal of monetary economics 69 (2015), pp. 90-96
Persistent link: https://www.econbiz.de/10011326681
Cover Image
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
Liu, Hening; Miao, Jianjun - In: Journal of monetary economics 69 (2015), pp. 70-89
Persistent link: https://www.econbiz.de/10011326683
Cover Image
Risk and ambiguity in models of business cycles
Backus, David; Ferriere, Axelle; Zin, Stanley E. - In: Journal of monetary economics 69 (2015), pp. 42-63
Persistent link: https://www.econbiz.de/10011326690
Cover Image
Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Rebelo, Sérgio - 2012
Persistent link: https://www.econbiz.de/10009705862
Cover Image
Business cycle variation in the risk-return trade-off
Lustig, Hanno; Verdelhan, Adrien - In: Journal of monetary economics 59 (2012), pp. 35-49
Persistent link: https://www.econbiz.de/10009716571
Cover Image
Long-run productivity risk : a new hope for production-based asset pricing?
Croce, Mariano M. - In: Journal of monetary economics 66 (2014), pp. 13-31
Persistent link: https://www.econbiz.de/10010482383
Cover Image
Money and asset prices with uninsurable risks
Jacquet, Nicolas Laurent; Tan, Serene - In: Journal of monetary economics 59 (2012) 8, pp. 784-797
Persistent link: https://www.econbiz.de/10009703334