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Market expectations in the cross-section of present values
Kelly, Bryan T.; Pruitt, Seth - In: The journal of finance : the journal of the American … 68 (2013) 5, pp. 1721-1756
Persistent link: https://www.econbiz.de/10010204047
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Why does return predictability concentrate in bad times?
Cujean, Julien; Hasler, Michael - In: The journal of finance : the journal of the American … 72 (2017) 6, pp. 2717-2758
Persistent link: https://www.econbiz.de/10012160151
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - In: The journal of finance : the journal of the American … 55 (2000) 5, pp. 1943-1978
Persistent link: https://www.econbiz.de/10001523883
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Linear-rational term structure models
Filipović, Damir; Larsson, Martin; Trolle, Anders B. - In: The journal of finance : the journal of the American … 72 (2017) 2, pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
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Volatility, the macroeconomy, and asset prices
Bansal, Ravi; Kiku, Dana; Shaliastovich, Ivan; Yaron, Amir - In: The journal of finance : the journal of the American … 69 (2014) 6, pp. 2471-2511
Persistent link: https://www.econbiz.de/10010498716
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Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu; Jacobs, Kris; Orłowski, Piotr - In: The journal of finance : the journal of the American … 79 (2024) 3, pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
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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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Income insurance and the equilibrium term structure of equity
Marfè, Roberto - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2073-2130
Persistent link: https://www.econbiz.de/10011764341
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Term structure of consumption risk premia in the cross section of currency returns
Zviadadze, Irina - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1529-1566
Persistent link: https://www.econbiz.de/10011738906
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Extreme correlation of international equity markets
Longin, François M.; Solnik, Bruno - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 649-676
Persistent link: https://www.econbiz.de/10001604126