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Risk premia and the dynamic covariance between stock and bond returns
Scruggs, John T.; Glabadanidis, Paskalis - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 2, pp. 295-316
Persistent link: https://www.econbiz.de/10001766856
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 3, pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
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Fiscal policy, consumption risk, and stock returns : evidence from U.S. states
Da, Zhi; Warachka, Mitch; Yun, Hayong - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 1, pp. 109-136
Persistent link: https://www.econbiz.de/10011929408
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Limited stock market participation and asset prices in a dynamic economy
Guo, Hui - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 3, pp. 495-516
Persistent link: https://www.econbiz.de/10002233830
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Is foreign exchange risk priced in the Japanese stock market?
Choe, Chong-mu - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382
Persistent link: https://www.econbiz.de/10001251499
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Testing international asset pricing models using implied costs of capital
Lee, Charles M. C.; Ng, David Tat-chee; Swaminathan, … - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 307-335
Persistent link: https://www.econbiz.de/10003865566
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How does liquidity affect government bond yields?
Favero, Carlo A.; Pagano, Marco; Thadden, Ernst-Ludwig von - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 1, pp. 107-134
Persistent link: https://www.econbiz.de/10003984445
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The cross section of expected returns with MIDAS betas
González, Mariano; Nave Pineda, Juan M.; Rubio, Gonzalo - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 1, pp. 115-135
Persistent link: https://www.econbiz.de/10009623141
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An extended macro-finance model with financial factors
Dewachter, Hans; Iania, Leonardo - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 6, pp. 1893-1916
Persistent link: https://www.econbiz.de/10009623279
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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