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On cointegration and exchange rate dynamics
Diebold, Francis X. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-735
Persistent link: https://www.econbiz.de/10001169036
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Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
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Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
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Two-pass tests of asset pricing models with useless factors
Kan, Raymond; Zhang, Chu - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 203-235
Persistent link: https://www.econbiz.de/10001355207
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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
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The market for corporate assets : who engages in mergers and asset sales and are there efficiency gains?
Maksimovic, Vojislav; Phillips, Gordon M. - In: The journal of finance : the journal of the American … 56 (2001) 6, pp. 2019-2065
Persistent link: https://www.econbiz.de/10001631714
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Optimal hedging in futures markets with multiple delivery specifications
Kamara, Avraham - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1007-1021
Persistent link: https://www.econbiz.de/10001055596
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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Tests of the CAPM with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K. - In: The journal of finance : the journal of the American … 46 (1991) 4, pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
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Transformed securities and alternative factor structures
Huang, Roger D. - In: The journal of finance : the journal of the American … 47 (1992) 1, pp. 397-405
Persistent link: https://www.econbiz.de/10001124485