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Liquidity regimes and optimal dynamic asset allocation
Collin-Dufresne, Pierre
;
Daniel, Kent
;
Sağlam, Mehmet
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2018
Persistent link: https://www.econbiz.de/10011885470
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2
Aggregate idiosyncratic volatility
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
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2010
Persistent link: https://www.econbiz.de/10008807675
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3
International stock return comovements
Bekaert, Geert
;
Hodrick, Robert J.
;
Zhang, Xiaoyan
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2006
Persistent link: https://www.econbiz.de/10003395319
Saved in:
4
Do we need multi-country models to explain exchange rate, interest rate and bond return dynamics?
Hodrick, Robert J.
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2001
Persistent link: https://www.econbiz.de/10013423686
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