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The "out-of-sample" performance of long run risk models
Ferson, Wayne E.; Nallareddy, Suresh; Xie, Biqin - In: Journal of financial economics 107 (2013) 3, pp. 537-556
Persistent link: https://www.econbiz.de/10009730611
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Habit persistence and durability in aggregate consumption : empirical tests
Ferson, Wayne E. - In: Journal of financial economics 29 (1991) 2, pp. 199-240
Persistent link: https://www.econbiz.de/10001112194
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Finite sample properties of the generalized method of moments in tests of conditional asset pricing models
Ferson, Wayne E. - In: Journal of financial economics 36 (1994) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10001164452
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Performance measurement with selectivity, market and volatility timing
Ferson, Wayne E.; Mo, Haitao - In: Journal of financial economics 121 (2016) 1, pp. 93-110
Persistent link: https://www.econbiz.de/10011590678
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Time-varying conditional covariances in tests of asset pricing models
Harvey, Campbell R. - In: Journal of financial economics 24 (1989) 2, pp. 289-317
Persistent link: https://www.econbiz.de/10001086269
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The real term structure and consumption growth
Harvey, Campbell R. - In: Journal of financial economics 2 (1988), pp. 305-333
Persistent link: https://www.econbiz.de/10001061828
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The real effects of financial constraints : evidence from a financial crisis
Campello, Murillo; Graham, John R.; Harvey, Campbell R. - In: Journal of financial economics 97 (2010) 3, pp. 470-487
Persistent link: https://www.econbiz.de/10008660522
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The effect of capital structure when expected agency costs are extreme
Harvey, Campbell R.; Lins, Karl; Roper, Andrew H. - In: Journal of financial economics 74 (2004) 1, pp. 3-30
Persistent link: https://www.econbiz.de/10002251594
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Does financial liberalization spur growth?
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - In: Journal of financial economics 77 (2005) 1, pp. 3-55
Persistent link: https://www.econbiz.de/10002936099
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Dating the integration of world equity markets
Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of financial economics 65 (2002) 2, pp. 203-247
Persistent link: https://www.econbiz.de/10001693005