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1
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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2
The cross-section and time-series of stock and bond returns
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
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2012
Persistent link: https://www.econbiz.de/10009577595
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3
A
theory
of asset prices based on heterogeneous information
Albagli, Elias
;
Hellwig, Christian
;
Tsyvinski, Aleh
-
2013
Persistent link: https://www.econbiz.de/10009713880
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Repeat sales indexes : estimation without assuming that errors in asset returns are independently distributed
Campbell, Rachel
;
Graddy, Kathryn
;
Hamilton, Jonathan H.
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2009
Persistent link: https://www.econbiz.de/10003875430
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Disasters implied by equity index options
Backus, David
;
Chernov, Mikhail
;
Martin, Ian
-
2009
Persistent link: https://www.econbiz.de/10003879962
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6
Financial integration and asset returns
Martin, Philippe J.
;
Rey, Hélène
-
1999
Persistent link: https://www.econbiz.de/10013422935
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7
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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8
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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9
Valuation risk and asset pricing
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Rebelo, Sérgio
-
2012
Persistent link: https://www.econbiz.de/10009705862
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10
Empirical cross-sectional asset pricing
Nagel, Stefan
-
2012
Persistent link: https://www.econbiz.de/10009679873
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