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~isPartOf:"The review of financial studies"
~subject:"Börsenkurs"
~subject:"Yield curve"
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Börsenkurs
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The review of financial studies
NBER working paper series
307
Working paper / National Bureau of Economic Research, Inc.
289
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241
Journal of banking & finance
185
The journal of finance : the journal of the American Finance Association
178
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133
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131
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International review of financial analysis
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1
Risk aversion and the intertemporal behavior of asset prices
Stapleton, Richard C.
- In:
The review of financial studies
3
(
1990
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001105885
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2
Ambiguous volatility and asset pricing in continuous time
Epstein, Larry G.
;
Ji, Shaolin
- In:
The review of financial studies
26
(
2013
)
7
,
pp. 1740-1786
Persistent link: https://www.econbiz.de/10009778359
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3
A dynamic model for the forward curve
Chua, Choong Tze
;
Foster, Dean P.
;
Ramaswamy, Krishna
; …
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 265-310
Persistent link: https://www.econbiz.de/10003716162
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4
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
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5
Exchange rates, equity prices, and capital flows
Hau, Harald
;
Rey, Hélène
- In:
The review of financial studies
19
(
2006
)
1
,
pp. 273-317
Persistent link: https://www.econbiz.de/10003325182
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6
Limit order book as a market for liquidity
Foucault, Thierry
;
Kadan, Ohad
;
Kandel, Eugene
- In:
The review of financial studies
18
(
2005
)
4
,
pp. 1171-1217
Persistent link: https://www.econbiz.de/10003352776
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7
Optimal filtering of jump diffusions : extracting latent states from asset prices
Johannes, Michael S.
;
Polson, Nicholas G.
;
Stroud, …
- In:
The review of financial studies
22
(
2009
)
7
,
pp. 2759-2799
Persistent link: https://www.econbiz.de/10003866870
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8
Information in equity markets with ambiguity-averse investors
Caskey, Judson A.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3595-3627
Persistent link: https://www.econbiz.de/10003885722
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9
Price drift as an outcome of differences in higher-order beliefs
Banerjee, Snehal
;
Kaniel, Ron
;
Kremer, Ilan
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3707-3734
Persistent link: https://www.econbiz.de/10003885730
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10
A general stochastic volatility model for the pricing of interest rate derivatives
Trolle, Anders B.
;
Schwartz, Eduardo S.
- In:
The review of financial studies
22
(
2009
)
5
,
pp. 2007-2057
Persistent link: https://www.econbiz.de/10003886038
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