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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Review of asset pricing studies"
~person:"Bordo, Michael D."
~person:"Polk, Christopher"
~person:"Wu, Chunchi"
~subject:"Börsenkurs"
~subject:"Share price"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
~type_genre:"Working Paper"
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Bordo, Michael D.
Polk, Christopher
Wu, Chunchi
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Discussion paper / Centre for Economic Policy Research
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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
Saved in:
2
An intertemporal CAPM with stochastic volatility
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
; …
-
2015
Persistent link: https://www.econbiz.de/10011300980
Saved in:
3
Hard times
Campbell, John Y.
;
Giglio, Stefano
;
Polk, Christopher
- In:
Review of asset pricing studies
3
(
2013
)
1
,
pp. 95-132
Persistent link: https://www.econbiz.de/10010188875
Saved in:
4
Repo counterparty risk and on-/off-the-run treasury spreads
Liu, Sheen
;
Wu, Chunchi
- In:
Review of asset pricing studies
7
(
2017
)
1
,
pp. 81-143
Persistent link: https://www.econbiz.de/10011734554
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