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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10003891547
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-67
Persistent link: https://www.econbiz.de/10008883166
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Can interest rate volatility be extracted from the cross section of bond yields?
Collin-Dufresne, Pierre; Goldstein, Robert S.; Jones, … - In: Journal of financial economics 94 (2009) 1, pp. 47-66
Persistent link: https://www.econbiz.de/10008312131
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Explaining asset prizing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-573
Persistent link: https://www.econbiz.de/10009247604
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Explaining asset pricing puzzles associated with the 1987 market crash
Benzoni, Luca; Collin-Dufresne, Pierre; Goldstein, Robert S. - In: Journal of financial economics 101 (2011) 3, pp. 552-574
Persistent link: https://www.econbiz.de/10009178469
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Extracting factors from heteroskedastic asset returns
Jones, Christopher S. - In: Journal of financial economics 62 (2001) 2, pp. 293-325
Persistent link: https://www.econbiz.de/10001621743
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Inventory investment and the cost of capital
Jones, Christopher S.; Tuzel, Selale - In: Journal of financial economics 107 (2013) 3, pp. 557-579
Persistent link: https://www.econbiz.de/10009730602
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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - In: Journal of financial economics 78 (2005) 3, pp. 507-552
Persistent link: https://www.econbiz.de/10003228836
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Mutual fund performance with learning across funds
Jones, Christopher S.; Shanken, Jay - In: Journal of financial economics 78 (2005) 3, pp. 507-552
Persistent link: https://www.econbiz.de/10006500145
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Extracting factors from heteroskedastic asset returns
Jones, Christopher S. - In: Journal of financial economics 62 (2001) 2, pp. 293-326
Persistent link: https://www.econbiz.de/10006511502