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Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei; Maynard, Alex - In: Journal of empirical finance 12 (2005) 5, pp. 613-628
Persistent link: https://www.econbiz.de/10003190328
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Testing forward rate unbiasedness allowing for persistent regressors
Liu, Wei; Maynard, Alex - In: Journal of empirical finance 12 (2005) 5, pp. 613-628
Persistent link: https://www.econbiz.de/10007226609
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Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215
Persistent link: https://www.econbiz.de/10013464486
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Improvement in finite sample properties of the HansenJagannathan distance test
Ren, Yun; Shimotsu, Katsumi - In: Journal of empirical finance 16 (2009) 2, pp. 483-506
Persistent link: https://www.econbiz.de/10003856829
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Improvement in finite sample properties of the Hansen–Jagannathan distance test
Ren, Yu; Shimotsu, Katsumi - In: Journal of empirical finance 16 (2009) 3, pp. 483-506
Persistent link: https://www.econbiz.de/10008241611
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Improvement in finite sample properties of the Hansen–Jagannathan distance test
Ren, Yu; Shimotsu, Katsumi - In: Journal of empirical finance 16 (2009) 3, pp. 483-507
Persistent link: https://www.econbiz.de/10008896137