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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
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Asset return dynamics under bad environment-good environment fundamentals
Bekaert, Geert; Engstrom, Eric - 2010
Persistent link: https://www.econbiz.de/10008807672
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Stock and bond returns with moody investors
Bekaert, Geert; Engstrom, Eric; Grenadier, Steven R. - 2006
Persistent link: https://www.econbiz.de/10003395326
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - 2011
Persistent link: https://www.econbiz.de/10009259677
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Valuation risk and asset pricing
Albuquerque, Rui; Eichenbaum, Martin S.; Rebelo, Sérgio - 2012
Persistent link: https://www.econbiz.de/10009705862
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Empirical cross-sectional asset pricing
Nagel, Stefan - 2012
Persistent link: https://www.econbiz.de/10009679873
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Variance risk, financial intermediation, and the cross-section of expected option returns
Schürhoff, Norman; Ziegler, Alexandre - 2011
Persistent link: https://www.econbiz.de/10008909466
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Stock and bond returns with moody investors
Bekaert, Geert; Engstrom, Eric; Grenadier, Steven R. - 2004
Persistent link: https://www.econbiz.de/10002200413
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Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002647325
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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