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Applications of option-pricing theory : twenty-five years later
Merton, Robert C. - In: The American economic review 88 (1998) 3, pp. 323-349
Persistent link: https://www.econbiz.de/10001242848
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Option-based credit spreads
Culp, Christopher L.; Nozawa, Yoshio; Veronesi, Pietro - In: The American economic review 108 (2018) 2, pp. 454-488
Persistent link: https://www.econbiz.de/10011821049
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Asset demand based tests of expected utility maximization
Kubler, Felix; Selden, Larry; Wei, Xiao - In: The American economic review 104 (2014) 11, pp. 3459-3480
Persistent link: https://www.econbiz.de/10010468687
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Contingent claims analysis and life-cycle finance
Bodie, Zvi; Ruffino, Doriana; Treussard, Jonathan - In: The American economic review 98 (2008) 2, pp. 291-296
Persistent link: https://www.econbiz.de/10003730192
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The spirit of capitalism and stock-market prices
Bakshi, Gurdip S. - In: The American economic review 86 (1996) 1, pp. 133-157
Persistent link: https://www.econbiz.de/10001201842
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Cross-country evidence on the link between volatility and growth
Ramey, Garey - In: The American economic review 85 (1995) 5, pp. 1138-1151
Persistent link: https://www.econbiz.de/10001202038
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Excess volatility and closed-end funds
Pontiff, Jeffrey - In: The American economic review 87 (1997) 1, pp. 155-169
Persistent link: https://www.econbiz.de/10001218701
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Are sticky prices costly? : evidence from the stock market
Gorodnichenko, Yuriy; Weber, Michael - In: The American economic review 106 (2016) 1, pp. 165-199
Persistent link: https://www.econbiz.de/10011436821
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Fiscal volatility shocks and economic activity
Fernández-Villaverde, Jesús; Guerrón-Quintana, Pablo A. - In: The American economic review 105 (2015) 11, pp. 3352-3384
Persistent link: https://www.econbiz.de/10011413003
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A macroeconomic model of price swings in the housing market
Garriga, Carlos; Manuelli, Rodolfo E.; Peralta-Alva, Adrian - In: The American economic review 109 (2019) 6, pp. 2036-2072
Persistent link: https://www.econbiz.de/10012029289