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The puzzling evolution of the home bias, information processing and financial openness
Mondria, Jordi; Wu, Thomas Yen Hon - In: Journal of economic dynamics & control 34 (2010) 5, pp. 875-896
Persistent link: https://www.econbiz.de/10003972973
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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A new approach for estimating and testing the linear quadratic adjustment cost model under rational expextations and I(1) variables
Fanelli, Luca - In: Journal of economic dynamics & control 26 (2002) 1, pp. 117-139
Persistent link: https://www.econbiz.de/10001617129
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Disciplining expectations and the forward guidance puzzle
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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Momentum and the cross-section of stock volatility
Fan, Minyou; Kearney, Fearghal; Li, Youwei; Liu, Jiadong - In: Journal of economic dynamics & control 144 (2022), pp. 1-30
Persistent link: https://www.econbiz.de/10013543109
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Structural estimation of stock market participation costs
Khorunzhina, Natalia - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2928-2942
Persistent link: https://www.econbiz.de/10010348094
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Utility based option evaluation with proportional transaction costs
Damgaard, Anders - In: Journal of economic dynamics & control 27 (2003) 4, pp. 667-700
Persistent link: https://www.econbiz.de/10001712762
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
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Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting; Wu, Qi; Yan, Xing - In: Journal of economic dynamics & control 160 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
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The impacts of interest rates on banks' loan portfolio risk-taking
Adão, Luiz F. S.; Silveira, Douglas; Ely, Regis Augusto; … - In: Journal of economic dynamics & control 144 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013543114