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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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Risk-adjusted capital allocation and misallocation
David, Joel M.; Schmid, Lukas; Zeke, David - In: Journal of financial economics 145 (2022) 3, pp. 684-705
Persistent link: https://www.econbiz.de/10013475433
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Time-varying risk of nominal bonds : how important are macroeconomic shocks?
Ermolov, Andrey - In: Journal of financial economics 145 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013473700
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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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Can investment shocks explain the cross section of equity returns?
Garlappi, Lorenzo; Song, Zhongzhi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3829-3848
Persistent link: https://www.econbiz.de/10011772781
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Macro risks and the term structure of interest rates
Bekaert, Geert; Engstrom, Eric; Ermolov, Andrey - In: Journal of financial economics 141 (2021) 2, pp. 479-504
Persistent link: https://www.econbiz.de/10013259807
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Risk aversion sensitive real business cycles
Chen, Zhanhui; Cooper, Ilan; Ehling, Paul; Xiouros, Costas - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2483-2499
Persistent link: https://www.econbiz.de/10012522807
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Style investing, comovement and return predictability
Wahal, Sunil; Yavuz, Deniz M. - In: Journal of financial economics 107 (2013) 1, pp. 126-154
Persistent link: https://www.econbiz.de/10009715836
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Network analysis of search dynamics : the case of stock habitats
Leung, Alvin Chung Man; Agarwal, Ashish; Konana, Prabhudev - In: Management science : journal of the Institute for … 63 (2017) 8, pp. 2667-2687
Persistent link: https://www.econbiz.de/10011741410
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Technological innovations and aggregate risk premiums
Hsu, Po-hsuan - In: Journal of financial economics 94 (2009) 2, pp. 264-279
Persistent link: https://www.econbiz.de/10003906350