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Index portfolio and welfare analysis under heterogeneous beliefs
He, Xue-zhong; Shi, Lei - In: Journal of banking & finance 75 (2017), pp. 64-79
Persistent link: https://www.econbiz.de/10011742152
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Financial contagion risk and the stochastic discount factor
Piccotti, Louis R. - In: Journal of banking & finance 77 (2017), pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
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Bounds on the autocorrelation of admissible stochastic discount factors
Chrétien, Stéphane - In: Journal of banking & finance 36 (2012) 7, pp. 1943-1962
Persistent link: https://www.econbiz.de/10009629776
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The volatility of consumption-based stochastic discount factors and economic cycles
Nieto Domenech, Belen; Rubio, Gonzalo - In: Journal of banking & finance 35 (2011) 9, pp. 2197-2216
Persistent link: https://www.econbiz.de/10009247241
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Portfolio efficiency and discount factor bounds with conditioning information : an empirical study
Abhyankar, Abhay; Basu, Devraj; Stremme, Alexander - In: Journal of banking & finance 31 (2007) 2, pp. 419-437
Persistent link: https://www.econbiz.de/10003421284
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Dividend and corporate income taxation with present-biased consumers
Kang, Minwook; Ye, Lei - In: Journal of banking & finance 152 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014463534
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International stochastic discount factors and covariance risk
Branger, Nicole; Herold, Michael; Muck, Matthias - In: Journal of banking & finance 123 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012662322
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Deposit insurance pricing and social welfare
Landskroner, Yoram - In: Journal of banking & finance 18 (1994) 3, pp. 531-552
Persistent link: https://www.econbiz.de/10001168004
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Price volatility, welfare, and trading hours in asset markets
Smith, Richard Todd - In: Journal of banking & finance 25 (2001) 3, pp. 479-503
Persistent link: https://www.econbiz.de/10001550672
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A note on the integrability of partial-equilibrium measures of the welfare costs of inflation
Cysne, Rubens Penha - In: Journal of banking & finance 26 (2002) 12, pp. 2357-2363
Persistent link: https://www.econbiz.de/10001719721