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Time varying term premia and traditional hypotheses about the term structure
Longstaff, Francis A. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1307-1314
Persistent link: https://www.econbiz.de/10001098060
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Are stock returns predictable? : a test using Markov chains
McQueen, Grant R. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 239-263
Persistent link: https://www.econbiz.de/10001106448
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Production-based asset pricing and the link between stock returns and economic fluctuations
Cochrane, John H. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 209-237
Persistent link: https://www.econbiz.de/10001106449
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On the exclusion of assets from tests of the mean variance efficiency of the market portfolio : an extension
Shanken, Jay - In: The journal of finance : the journal of the American … 41 (1986) 2, pp. 331-337
Persistent link: https://www.econbiz.de/10001015127
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Options on leveraged equity : theory and empirical tests
Toft, Klaus Bjerre - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 1151-1180
Persistent link: https://www.econbiz.de/10001225608
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S. - In: The journal of finance : the journal of the American … 52 (1997) 3, pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
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The cyclical behavior of interest rates
Roma, Antonio - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1519-1542
Persistent link: https://www.econbiz.de/10001227641
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Approximating the asset pricing kernel
Chapman, David A. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1383-1410
Persistent link: https://www.econbiz.de/10001227648
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On the robustness of size and book-to-market in cross-sectional regressions
Knez, Peter J. - In: The journal of finance : the journal of the American … 52 (1997) 4, pp. 1355-1382
Persistent link: https://www.econbiz.de/10001227649