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Exponent of cross-sectional dependence : estimation and inference
Bailey, Natalia; Kapetanios, George; Pesaran, M. Hashem - In: Journal of applied econometrics 31 (2016) 6, pp. 929-960
Persistent link: https://www.econbiz.de/10011686163
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Long-run risks in the term structure of interest rates : estimation
Doh, Taeyoung - In: Journal of applied econometrics 28 (2013) 3, pp. 478-497
Persistent link: https://www.econbiz.de/10009756493
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Substitution, risk aversion, taste shocks and equity premia
Normandin, Michel - In: Journal of applied econometrics 13 (1998) 3, pp. 265-281
Persistent link: https://www.econbiz.de/10001244201
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Skewness risk and bond prices
Ruge-Murcia, Francisco Javier - In: Journal of applied econometrics 32 (2017) 2, pp. 379-400
Persistent link: https://www.econbiz.de/10011690214
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Tests of international CAPM with time-varying covariances
Engel, Charles - In: Journal of applied econometrics 4 (1989) 2, pp. 119-138
Persistent link: https://www.econbiz.de/10001066017
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Fat tails and spurious estimation of consumption‐based asset pricing models
Akira Toda, Alexis; Walsh, Kieran - In: Journal of applied econometrics 32 (2017) 6, pp. 1156-1177
Persistent link: https://www.econbiz.de/10011862571
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Rethinking an old empirical puzzle : econometric evidence on the forward discount anomaly
Maynard, Alex; Phillips, Peter C. B. - In: Journal of applied econometrics 16 (2001) 6, pp. 671-708
Persistent link: https://www.econbiz.de/10001631960
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(Un)expected monetary policy shocks and term premia
Kliem, Martin; Meyer-Gohde, Alexander - In: Journal of applied econometrics 37 (2022) 3, pp. 477-499
Persistent link: https://www.econbiz.de/10013186692
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
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Out‐of-sample return predictability : a quantile combination approach
Lima, Luiz Renato; Meng, Fanning - In: Journal of applied econometrics 32 (2017) 4, pp. 877-895
Persistent link: https://www.econbiz.de/10011862253