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Loss aversion, habit formation and the term structures of equity and interest rates
Curatola, Giuliano - In: Journal of economic dynamics & control 53 (2015), pp. 103-122
Persistent link: https://www.econbiz.de/10011526865
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Cross-hedging minimum return guarantees : basis and liquidity risks
Ankirchner, Stefan; Schneider, Judith Christiane; … - In: Journal of economic dynamics & control 41 (2014), pp. 93-109
Persistent link: https://www.econbiz.de/10010425003
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The effects of uncertainty on optimal consumption
Mason, Robin; Wright, Stephen - In: Journal of economic dynamics & control 25 (2001) 1/2, pp. 185-212
Persistent link: https://www.econbiz.de/10001518181
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Short-run risk, business cycle, and the value premium
He, Yunhao; Leippold, Markus - In: Journal of economic dynamics & control 120 (2020), pp. 1-36
Persistent link: https://www.econbiz.de/10012503891
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Pricing equity-bond covariance risk : between flight-to-quality and fear-of-missing-out
Perras, Patrizia Julia; Wagner, Niklas F. - In: Journal of economic dynamics & control 121 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012504140
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Risks and risk premia in the US Treasury market
Li, Junye; Sarno, Lucio; Zinna, Gabriele - In: Journal of economic dynamics & control 158 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014532189
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A conditional distribution model for limited stock index returns
Friedmann, Ralph; Sanddorf-Köhle, Walter G. - In: Journal of economic dynamics & control 31 (2007) 3, pp. 721-740
Persistent link: https://www.econbiz.de/10003421384
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The costs of suboptimal dynamic asset allocation : general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
Larsen, Linda Sandris; Munk, Claus - In: Journal of economic dynamics & control 36 (2012) 2, pp. 266-293
Persistent link: https://www.econbiz.de/10009489609
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A new statistic and practical guidelines for nonparametric Granger causality testing
Diks, Cees G. H.; Panchenko, Valentyn - In: Journal of economic dynamics & control 30 (2006) 9/10, pp. 1647-1669
Persistent link: https://www.econbiz.de/10003370351
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Media connection and return comovement
Chen, Zilin; Guo, Li; Tu, Jun - In: Journal of economic dynamics & control 130 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013256090