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Are intermediary constraints priced?
Du, Wenxin; Hébert, Benjamin; Huber, Amy Wang - In: The review of financial studies 36 (2023) 4, pp. 1464-1507
Persistent link: https://www.econbiz.de/10014320525
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International capital markets and foreign exchange risk
Brennan, Michael J.; Xia, Yihong - In: The review of financial studies 19 (2006) 3, pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
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Extreme value dependence in financial markets : diagnostics, models, and financial implications
Poon, Ser-Huang; Rockinger, Michael; Twan, Jonathan - In: The review of financial studies 17 (2004) 2, pp. 581-610
Persistent link: https://www.econbiz.de/10002028108
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An exploration of the forward premium puzzle in currency markets
Bansal, Ravi - In: The review of financial studies 10 (1997) 2, pp. 369-403
Persistent link: https://www.econbiz.de/10001220578
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Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni - In: The review of financial studies 21 (2008) 1, pp. 181-231
Persistent link: https://www.econbiz.de/10003716152
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State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni; Garcia, René; Renault, Eric - In: The review of financial studies 21 (2008) 2, pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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Estimation risk, information, and the conditional CAPM : theory and evidence
Kumar, Praveen; Sorescu, Sorin M.; Boehme, Rodney D.; … - In: The review of financial studies 21 (2008) 3, pp. 1037-1075
Persistent link: https://www.econbiz.de/10003742220
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Expected returns, yield spreads, and asset pricing tests
Campello, Murillo; Chen, Long; Zhang, Lu - In: The review of financial studies 21 (2008) 3, pp. 1297-1338
Persistent link: https://www.econbiz.de/10003742247
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Habit formation, incomplete markets, and the significance of regional risk for expected returns
Korniotis, George M. - In: The review of financial studies 21 (2008) 5, pp. 2139-2172
Persistent link: https://www.econbiz.de/10003765142
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Explaining the level of credit spreads : option-implied jump risk premia in a firm value model
Cremers, Martijn; Driessen, Joost; Maenhout, Pascal J. - In: The review of financial studies 21 (2008) 5, pp. 2209-2242
Persistent link: https://www.econbiz.de/10003765155