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Modeling asymmetric comovements of asset returns
Kroner, Kenneth F.; Ng, Victor K. - In: The review of financial studies 11 (1998) 4, pp. 817-844
Persistent link: https://www.econbiz.de/10001355083
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Pricing interest rate options in a two-factor Cox-Ingersoll-Ross model of the term structure
Chen, Ren-Raw - In: The review of financial studies 5 (1992) 4, pp. 613-636
Persistent link: https://www.econbiz.de/10001137840
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Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng - In: The review of financial studies 5 (1992) 4, pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
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A theory of the nominal term structure of interest rates
Kōnstantinidēs, Giōrgos - In: The review of financial studies 5 (1992) 4, pp. 531-552
Persistent link: https://www.econbiz.de/10001137844
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Intertemporal arbitrage pricing theory
Reisman, Haim - In: The review of financial studies 5 (1992) 1, pp. 105-122
Persistent link: https://www.econbiz.de/10001119822
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An intemporal model of asset prices in a Markov economy with a limiting stationary distribution
Kazemi, Hossein - In: The review of financial studies 5 (1992) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10001119824
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Evidence of risk premiums in foreign currency futures markets
McCurdy, Thomas H. - In: The review of financial studies 5 (1992) 1, pp. 65-83
Persistent link: https://www.econbiz.de/10001119826
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On the estimation of beta-pricing models
Shanken, Jay - In: The review of financial studies 5 (1992) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001119830
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Econometric aspects of the variance-bounds tests : a survey
Gilles, Christian - In: The review of financial studies 4 (1991) 4, pp. 753-791
Persistent link: https://www.econbiz.de/10001120541
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Stock price distributions with stochastic volatility : an analytic approach
Stein, Elias M. - In: The review of financial studies 4 (1991) 4, pp. 727-752
Persistent link: https://www.econbiz.de/10001120542