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Affine term structure models and the forward premium anomaly
Backus, David; Foresi, Silverio; Telmer, Chris I. - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 279-304
Persistent link: https://www.econbiz.de/10001575071
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SHORTER PAPERS - Affine Term Structure Models and the Forward Premium Anomaly
Backus, David K.; Foresi, Silverio; Telmer, Chris I. - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 279-304
Persistent link: https://www.econbiz.de/10006565899
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Sources of entropy in representative agent models
Backus, David; Chernov, Mikhail; Zin, Stanley E. - In: The journal of finance : the journal of the American … 69 (2014) 1, pp. 51-100
Persistent link: https://www.econbiz.de/10010372429
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Asset price dynamics and infrequent feedback trades
Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1747-1766
Persistent link: https://www.econbiz.de/10001191656
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Does Money Explain Asset Returns? Theory and Empirical Analysis
Chan, K.C.; Foresi, Silverio; Lang, Larry H.P. - In: The journal of finance : the journal of the American … 51 (1996) 1, pp. 345-362
Persistent link: https://www.econbiz.de/10007316356
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Asset Price Dynamics and Infrequent Feedback Trades
Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1747-1766
Persistent link: https://www.econbiz.de/10007337052
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Generalized disappointment aversion and asset prices
Routledge, Bryan R.; Zin, Stanley E. - In: The journal of finance : the journal of the American … 65 (2010) 4, pp. 1303-1332
Persistent link: https://www.econbiz.de/10009011028
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Disasters implied by equity index options
Backus, David; Chernov, Mikhail; Martin, Ian - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 1969-2012
Persistent link: https://www.econbiz.de/10009514112
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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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Accounting for Forward Rates in Markets for Foreign Currency
Backus, David K.; Gregory, Allan W.; Telmer, Chris I. - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10006603622