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Bond risk premia and realized jump risk
Wright, Jonathan H.; Zhou, Hao - In: Journal of banking & finance 33 (2009) 12, pp. 2333-2345
Persistent link: https://www.econbiz.de/10003905578
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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General equilibrium pricing of CPI derivatives
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 29 (2005) 5, pp. 1265-1294
Persistent link: https://www.econbiz.de/10002628958
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General equilibrium real and nominal interest rates
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 28 (2004) 7, pp. 1569-1595
Persistent link: https://www.econbiz.de/10002100496
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International asset allocation : a new perspective
Lioui, Abraham; Poncet, Patrice - In: Journal of banking & finance 27 (2003) 11, pp. 2203-2230
Persistent link: https://www.econbiz.de/10001798817