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Correlated cashflow shocks, asset prices, and the term structure of equity
Hasler, Michael; Khapko, Mariana - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5560-5577
Persistent link: https://www.econbiz.de/10014392946
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Macroeconomic risks and asset pricing : evidence from a dynamic stochastic general equilibrium model
Li, Erica X. N.; Li, Haitao; Wang, Shujing; Yu, Cindy - In: Management science : journal of the Institute for … 65 (2019) 8, pp. 3585-3604
Persistent link: https://www.econbiz.de/10012062716
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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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Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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Jumps in equity index returns before and during the recent financial crisis : a Bayesian analysis
Kou, Steven; Yu, Cindy; Zhong, Haowen - In: Management science : journal of the Institute for … 63 (2017) 4, pp. 988-1010
Persistent link: https://www.econbiz.de/10011672793
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Exchange rates and sovereign risk
Della Corte, Pasquale; Sarno, Lucio; Schmeling, Maik; … - In: Management science : journal of the Institute for … 68 (2022) 8, pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
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Currency factors
Aloosh, Arash; Bekaert, Geert - In: Management science : journal of the Institute for … 68 (2022) 6, pp. 4042-4064
Persistent link: https://www.econbiz.de/10013369016
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Quantitative easing and volatility spillovers across countries and asset classes
Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354
Persistent link: https://www.econbiz.de/10011647326
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Attribute-level heterogeneity
Ebbes, Peter; Liechty, John C.; Grewal, Rajdeep - In: Management science : journal of the Institute for … 61 (2015) 4, pp. 885-897
Persistent link: https://www.econbiz.de/10010526539
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Bayesian estimation of a dynamic model of two-sided markets : application to the U.S. video game industry
Zhou, Yiyi - In: Management science : journal of the Institute for … 63 (2017) 11, pp. 3874-3894
Persistent link: https://www.econbiz.de/10011772801