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Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim - 2023 - This draft: August 2023
Persistent link: https://www.econbiz.de/10014490739
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Linear factor models and the estimation of expected returns
Sarisoy, Cisil; Goeij, Peter de; Werker, Bas J. M. - 2024
Persistent link: https://www.econbiz.de/10015053943
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481
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Learning, rare disasters, and asset prices
Lu, Yang K.; Siemer, Michael - 2013
Persistent link: https://www.econbiz.de/10010432467
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A likelihood-based comparison of macro asset pricing models
Chen, Andrew Y.; Wasyk, Rebecca; Winkler, Fabian - 2017
Persistent link: https://www.econbiz.de/10011708494
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Bond risk premia and realized jump volatility
Wright, Jonathan H.; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003827125
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The equity premium and time-varying risk behavior
Nason, James Michael - 1988
Persistent link: https://www.econbiz.de/10001460535
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The aggregate change in shares and the level of stock prices
Nelson, William R. - 1999
Persistent link: https://www.econbiz.de/10001370027
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Zeroing in on the expected returns of anomalies
Chen, Andrew Y.; Velikov, Mihail - 2020
Persistent link: https://www.econbiz.de/10012388625