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Basis convergence and long memory in volatility when dynamic hedging with futures
Dark, Jonathan - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 4, pp. 1021-1040
Persistent link: https://www.econbiz.de/10003587040
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Can tests based on option hedging errors correctly identify volatility risk premia?
Branger, Nicole; Schlag, Christian - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 4, pp. 1055-1090
Persistent link: https://www.econbiz.de/10003811376
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Stock price co-movement and the foundations of pairs trading
Farago, Adam; Hjalmarsson, Erik - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 2, pp. 629-665
Persistent link: https://www.econbiz.de/10012138924
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Stock returns as predictors of interest rates and inflation
Titman, Sheridan - In: Journal of financial and quantitative analysis : JFQA 24 (1989) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10001063201
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The decline of inflation and the bull market of 1982 - 1999
Ritter, Jay; Warr, Richard S. - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 29-61
Persistent link: https://www.econbiz.de/10001661615
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Monetary-policy rule as a bridge : predicting inflation without predictive regressions
Hua, Jian; Wu, Liuren - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 6, pp. 2559-2586
Persistent link: https://www.econbiz.de/10012128053
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Upper bounds on return predictability
Huang, Dashan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 401-425
Persistent link: https://www.econbiz.de/10011742049
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Dynamic portfolio choice with linear rebalancing rules
Moallemi, Ciamac C.; Sağlam, Mehmet - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 3, pp. 1247-1278
Persistent link: https://www.econbiz.de/10011743945
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Predictability in international asset returns : a reexamination
Neely, Christopher J.; Weller, Paul A. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 601-620
Persistent link: https://www.econbiz.de/10001540815