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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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Financial market shocks and the macroeconomy
Subrahmanyam, Avanidhar; Titman, Sheridan - 2013
Persistent link: https://www.econbiz.de/10010187032
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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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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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Two flaws in business cycle accounting
Christiano, Lawrence J.; Davis, Joshua M. - 2006
Persistent link: https://www.econbiz.de/10003389661
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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
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Growth opportunities, technology shocks, and asset prices
Kogan, Leonid; Papanikolaou, Dimitris - 2012
Persistent link: https://www.econbiz.de/10009499731
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Consumption strikes back? : Measuring long-run risk
Hansen, Lars Peter; Heaton, John; Li, Nan - 2005
Persistent link: https://www.econbiz.de/10003020678
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635