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Journal of monetary economics
NYU Working Paper
46
Discussion paper / Department of Economics, University of California San Diego
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35
NBER working paper series
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The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-390
Persistent link: https://www.econbiz.de/10008666431
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2
The intertemporal capital asset pricing model with dynamic conditional correlations
Bali, Turan G.
;
Engle, Robert F.
- In:
Journal of monetary economics
57
(
2010
)
4
,
pp. 377-391
Persistent link: https://www.econbiz.de/10008412394
Saved in:
3
Bonds versus stocks : investors' age and risk taking
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
;
Wolf, …
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 817-830
Persistent link: https://www.econbiz.de/10003894068
Saved in:
4
Bonds versus stocks: Investors’ age and risk taking
Bali, Turan G.
;
Demirtas, K. Ozgur
;
Levy, Haim
;
Wolf, Avner
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 817-831
Persistent link: https://www.econbiz.de/10008883055
Saved in:
5
Bonds versus stocks: Investors’ age and risk taking
Bali, Turan G.
;
Demirtas, K.Ozgur
;
Levy, Haim
;
Wolf, Avner
- In:
Journal of monetary economics
56
(
2009
)
6
,
pp. 817-830
Persistent link: https://www.econbiz.de/10008311715
Saved in:
6
Comment on: "Testing macroprudential stress tests : the risk of regulatory risk weights"
Lucas, Deborah J.
- In:
Journal of monetary economics
65
(
2014
),
pp. 54-56
Persistent link: https://www.econbiz.de/10010485269
Saved in:
7
Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.
;
Engle, Robert F.
;
Pierret, Diane
- In:
Journal of monetary economics
65
(
2014
),
pp. 36-53
Persistent link: https://www.econbiz.de/10010485270
Saved in:
8
Estimating common sectoral cycles
Engle, Robert F.
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-113
Persistent link: https://www.econbiz.de/10001178377
Saved in:
9
Estimating common sectoral cycles
Engle, Robert F.
;
Issler, Joao Victor
- In:
Journal of monetary economics
35
(
1995
)
1
,
pp. 83-114
Persistent link: https://www.econbiz.de/10007627350
Saved in:
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