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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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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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Expected stock returns and variance risk premia
Bollerslev, Tim; Zhou, Hao - 2007
Persistent link: https://www.econbiz.de/10003826928
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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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Regime-shifts, risk premiums in the term structure, and the business cycle
Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - 2003
Persistent link: https://www.econbiz.de/10001764084
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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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International yield spillovers
Kim, Don H.; Ochoa, Marcelo - 2020
Persistent link: https://www.econbiz.de/10012437922
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The information content of stress test announcements
Guerrieri, Luca; Modugno, Michele - 2021
Persistent link: https://www.econbiz.de/10012438012