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No-arbitrage taylor rules with switching regimes
Li, Haitao; Li, Tao; Yu, Cindy - In: Management science : journal of the Institute for … 59 (2013) 10, pp. 2278-2294
Persistent link: https://www.econbiz.de/10010202802
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Gone with the vol : a decline in asset return predictability during the great moderation
Hsu, Alex; Palomino, Francisco; Qian, Liang - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 3025-3047
Persistent link: https://www.econbiz.de/10014305476
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Forecasting the equity risk premium : the role of technical indicators
Neely, Christopher J.; Rapach, David E.; Tu, Jun; Zhou, … - In: Management science : journal of the Institute for … 60 (2014) 7, pp. 1772-1791
Persistent link: https://www.econbiz.de/10010399441
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Financial uncertainty with ambiguity and learning
Liu, Hening; Zhang, Yuzhao - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
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Short- and long-run business conditions and expected returns
Liu, Qi; Tao, Libin; Wu, Wei-xing; Yu, Jianfeng - In: Management science : journal of the Institute for … 63 (2017) 12, pp. 4137-4157
Persistent link: https://www.econbiz.de/10011785134
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Disclosure policy and industry fluctuations
Bertomeu, Jeremy; Liang, Pierre Jinghong - In: Management science : journal of the Institute for … 61 (2015) 6, pp. 1292-1305
Persistent link: https://www.econbiz.de/10011293391
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Persistence and procyclicality in margin requirements
Glasserman, Paul; Wu, Qi - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5705-5724
Persistent link: https://www.econbiz.de/10011964578
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Measuring agency costs over the business cycle
Westermann, Ramona - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5748-5768
Persistent link: https://www.econbiz.de/10011964585
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The implications of credit risk modeling for banks’ loan loss provisions and loan-origination procyclicality
Bhat, Gauri; Ryan, Stephen G.; Vyas, Dushyantkumar - In: Management science : journal of the Institute for … 65 (2019) 5, pp. 2116-2141
Persistent link: https://www.econbiz.de/10012039734