Narrow search
Showing 1 - 10 of 529
Cover Image
Technology capital and the US current account
McGrattan, Ellen R.; Prescott, Edward C. - 2008
Persistent link: https://www.econbiz.de/10003716034
Cover Image
On returns differentials
Curcuru, Stephanie E.; Thomas, Charles P.; Warnock, … - 2013
Persistent link: https://www.econbiz.de/10009730767
Cover Image
Note on the cross-section of foreign currency risk premia and consumption growth risk
Lustig, Hanno; Verdelhan, Adrien - 2008
"We find that the US consumption growth beta of an investment strategy that goes long in high interest rate currencies and short in low interest rate currencies is larger than one. These consumption beta estimates are statistically significant, contrary to what is claimed by Burnside (2007)....
Persistent link: https://www.econbiz.de/10003659461
Cover Image
Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
Cover Image
A stock index mutual fund without net capital gains realizations
Dickson, Joel M. - 1994
Persistent link: https://www.econbiz.de/10000889320
Cover Image
Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454
Cover Image
Ranking mutual funds on an after-tax basis
Dickson, Joel M. - 1993
Persistent link: https://www.econbiz.de/10000868022
Cover Image
Riding the yield curve : reprise
Grieves, Robin; Marcus, Alan J. - 1990
Persistent link: https://www.econbiz.de/10000803377
Cover Image
Predictable stock returns in the United States and Japan : a study of long-term capital market integration
Campbell, John Y.; Hamao, Yasushi - 1989
Persistent link: https://www.econbiz.de/10000780012
Cover Image
Offshore hedge funds : survival and performance 1989 - 1995
Brown, Stephen J.; Goetzmann, William N.; Ibbotson, Roger G. - 1997
Persistent link: https://www.econbiz.de/10000619755