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A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco; Sentana, Enrique - 2010
Persistent link: https://www.econbiz.de/10008656170
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When is FDI a capital flow?
Marin, Dalia; Schnitzer, Monika - 2006
Persistent link: https://www.econbiz.de/10003355377
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Consumption and real exchange rates with incomplete markets and non-traded goods
Benigno, Gianluca; Thoenissen, Christoph - 2006
Persistent link: https://www.econbiz.de/10003311078
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Adjustment to target capital, finance and growth
Ciccone, Antonio; Papaioannou, Elias - 2006
Persistent link: https://www.econbiz.de/10003401258
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Basic principles of asset pricing theory : evidence from large-scale experimental financial markets
Bossaerts, Peter L.; Plott, Charles - 2000
Persistent link: https://www.econbiz.de/10013423202
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On the dynamics of hedge fund risk exposures
Patton, Andrew J.; Ramadorai, Tarun - 2010
Persistent link: https://www.econbiz.de/10003969312
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Do high-frequency financial data help forecast oil prices? : the MIDAS touch at work
Baumeister, Christiane; Guérin, Pierre; Kilian, Lutz - 2013
Persistent link: https://www.econbiz.de/10010243731
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Capital markets and grain prices : assessing the storage cost approach
Keller, Wolfgang; Shiue, Carol H.; Wang, Xin - 2018
Persistent link: https://www.econbiz.de/10011886395
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Term structure of risk under alternative econometric specifications
Guidolin, Massimo; Timmermann, Allan - 2004
Persistent link: https://www.econbiz.de/10002398866
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Predictive systems : living with imperfect predictors
Pástor, Ľuboš; Stambaugh, Robert F. - 2007
Persistent link: https://www.econbiz.de/10003432364