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Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.; Aradhyula, Satheesh V. - In: Journal of empirical finance 5 (1998) 2, pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
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The performance of international asset allocation strategies using conditioning information
Solnik, Bruno - In: Journal of empirical finance 1 (1993) 1, pp. 30-55
Persistent link: https://www.econbiz.de/10001146689
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Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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Global macro risks in currency excess returns
Berg, Kimberly A.; Mark, Nelson C. - In: Journal of empirical finance 45 (2018), pp. 300-315
Persistent link: https://www.econbiz.de/10012102432
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Information uncertainty and target valuation in mergers and acquisitions
Li, Lin; Tong, Wilson H. - In: Journal of empirical finance 45 (2018), pp. 84-107
Persistent link: https://www.econbiz.de/10012102443
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
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Investment and profitability versus value and momentum : the price of residual risk
Li, Yuming - In: Journal of empirical finance 46 (2018), pp. 1-10
Persistent link: https://www.econbiz.de/10012103433
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"On the (Ab)use of Omega?"
Caporin, Massimiliano; Costola, Michele; Jannin, Gregory; … - In: Journal of empirical finance 46 (2018), pp. 11-33
Persistent link: https://www.econbiz.de/10012103452
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Crash risk and risk neutral densities
Chen, Ren-Raw; Hsieh, Pei-lin; Huang, Jeffrey - In: Journal of empirical finance 47 (2018), pp. 162-189
Persistent link: https://www.econbiz.de/10012103473
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Measuring long-term tail risk : evaluating the performance of the square-root-of-time rule
Wang, Jying-Nan; Du, Jiangze; Hsu, Yuan-Teng - In: Journal of empirical finance 47 (2018), pp. 120-138
Persistent link: https://www.econbiz.de/10012103480