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Identification and inference in two-pass asset pricing models
Khalaf, Lynda; Schaller, Huntley - In: Journal of economic dynamics & control 70 (2016), pp. 165-177
Persistent link: https://www.econbiz.de/10011708673
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Investor overconfidence and the security market line : new evidence from China
Han, Xing; Li, Kai; Li, Youwei - In: Journal of economic dynamics & control 117 (2020), pp. 1-28
Persistent link: https://www.econbiz.de/10012503334
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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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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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Intertemporal surplus management
Rudolf, Markus; Ziemba, William T. - In: Journal of economic dynamics & control 28 (2004) 5, pp. 975-990
Persistent link: https://www.econbiz.de/10001856036
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A patent race in a real options setting : investment strategy, valuation, CAPM beta, and return volatility
Meng, Rujing - In: Journal of economic dynamics & control 32 (2008) 10, pp. 3192-3217
Persistent link: https://www.econbiz.de/10003775533
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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