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Evaluating asset-market effects of unconventional monetary policy : a cross-country comparison
Rogers, John H.; Scotti, Chiara; Wright, Jonathan H. - 2014
Persistent link: https://www.econbiz.de/10010376932
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The variance risk premium around the world
Londono, Juan M. - 2011
Persistent link: https://www.econbiz.de/10009577335
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Variance risk premiums and the forward premium puzzle
Londono, Juan M.; Zhou, Hao - 2012
Persistent link: https://www.econbiz.de/10009698092
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International capital markets and foreign exchange risk
Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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Uncoverest interest parity : it works, but not for long
Chaboud, Alain P.; Wright, Jonathan H. - 2002
Persistent link: https://www.econbiz.de/10001738090
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An exploration of the forward premium puzzle in currency markets
Bansal, Ravi - In: The review of financial studies 10 (1997) 2, pp. 369-403
Persistent link: https://www.econbiz.de/10001220578
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Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155
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A comprehensive look at the empirical performance of equity premium prediction
Welch, Ivo; Goyal, Amit - In: The review of financial studies 21 (2008) 4, pp. 1455-1508
Persistent link: https://www.econbiz.de/10003765294