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Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents
Park, Beum-jo - In: Journal of banking & finance 43 (2014), pp. 150-159
Persistent link: https://www.econbiz.de/10010408997
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The arbitrage pricing theory, macroeconomic and financial factors, and expectations generating processes
Priestley, Richard - In: Journal of banking & finance 20 (1996) 5, pp. 869-890
Persistent link: https://www.econbiz.de/10001203310
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Can behavioral biases explain the rejections of the expectation hypothesis of the term structure of interest rates?
Bulkley, George; Harris, Richard D. F.; Nawosah, Vivekanand - In: Journal of banking & finance 58 (2015), pp. 179-193
Persistent link: https://www.econbiz.de/10011543972
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Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
Qin, Zhenjiang - In: Journal of banking & finance 37 (2013) 12, pp. 4675-4694
Persistent link: https://www.econbiz.de/10010341611
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Learning and the yield curve
Sinha, Arunima - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 513-547
Persistent link: https://www.econbiz.de/10011516602
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What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Kaminska, Iryna; Liu, Zhuoshi; Relleen, Jon; … - In: Journal of banking & finance 88 (2018), pp. 76-96
Persistent link: https://www.econbiz.de/10011962585
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Time-varying persistence in expected returns
Priestley, Richard - In: Journal of banking & finance 25 (2001) 7, pp. 1271-1286
Persistent link: https://www.econbiz.de/10001586890
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Testing the expectations hypothesis of the term structure with permanent-transitory component models
Casalin, Fabrizio - In: Journal of banking & finance 37 (2013) 8, pp. 3192-3203
Persistent link: https://www.econbiz.de/10009778452
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The expectations hypothesis : new hope or illusory support?
Boonlert Jitmaneeroj; Wood, Andrew - In: Journal of banking & finance 37 (2013) 3, pp. 1084-1092
Persistent link: https://www.econbiz.de/10009708705
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Asset pricing with heterogeneous beliefs and relative performance
Huang, Shiyang; Qiu, Zhigang; Shang, Qi; Tang, Ke - In: Journal of banking & finance 37 (2013) 11, pp. 4107-4119
Persistent link: https://www.econbiz.de/10010244893