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The review of financial studies
Journal of econometrics
105
Journal of Econometrics
56
CIRANO Working Papers
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Journal of Business & Economic Statistics
35
Working Papers / Duke University, Department of Economics
35
Discussion paper / Centre for Economic Policy Research
28
NBER working paper series
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Working paper / National Bureau of Economic Research, Inc.
20
ERID working paper
19
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19
The journal of finance : the journal of the American Finance Association
18
CEPR Discussion Papers
17
Econometric theory
14
Journal of financial economics
14
Economic Research Initiatives at Duke (ERID) Working Paper
13
Journal of empirical finance
13
Discussion papers / CEPR
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
11
The review of economics and statistics
11
Cahier / Département de Sciences Économiques, Université de Montréal
10
NBER Working Papers
10
Journal of Financial Econometrics
9
Journal of Finance
8
Série des documents de travail / Centre de Recherche en Économie et Statistique
8
Working paper / National Bureau of Economic Research, Inc
8
Journal of economic dynamics & control
7
University of Cyprus Working Papers in Economics
7
CREATES Research Papers
6
Econometric Theory
6
Journal of Empirical Finance
6
Journal of financial econometrics
6
Review of Financial Studies
6
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
6
Finance and economics discussion series
5
Journal of Financial Economics
5
Macroeconomic dynamics
5
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ECONIS (ZBW)
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OLC EcoSci
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1
Stock prices and volume
Gallant, A. Ronald
- In:
The review of financial studies
5
(
1992
)
2
,
pp. 199-242
Persistent link: https://www.econbiz.de/10001123796
Saved in:
2
Quadratic term structure models : theory and evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2002
)
1
,
pp. 243-288
Persistent link: https://www.econbiz.de/10001639617
Saved in:
3
Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald
;
Jahan-Parvar, Mohammad R.
;
Liu, Hening
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3617-3666
Persistent link: https://www.econbiz.de/10012108126
Saved in:
4
Quadratic Term Structure Models: Theory and Evidence
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
- In:
The review of financial studies
15
(
2013
)
1
,
pp. 243-242
Persistent link: https://www.econbiz.de/10010114319
Saved in:
5
Understanding index option returns
Broadie, Marc
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The review of financial studies
22
(
2009
)
11
,
pp. 4493-4529
Persistent link: https://www.econbiz.de/10003896324
Saved in:
6
CDS auctions
Chernov, Mikhail
;
Gorbenko, Alexander S.
;
Makarov, Igor
- In:
The review of financial studies
26
(
2013
)
3
,
pp. 768-805
Persistent link: https://www.econbiz.de/10009752245
Saved in:
7
The PPP view of multihorizon currency risk premiums
Chernov, Mikhail
;
Creal, Drew
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2728-2772
Persistent link: https://www.econbiz.de/10012546313
Saved in:
8
Monetary policy risk : rules versus discretion
Backus, David
;
Chernov, Mikhail
;
Zin, Stanley E.
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2308-2344
Persistent link: https://www.econbiz.de/10013188961
Saved in:
9
Conditional dynamics and the multihorizon risk-return trade-off
Chernov, Mikhail
;
Lochstoer, Lars A.
;
Lundeby, Stig R. H.
- In:
The review of financial studies
35
(
2022
)
3
,
pp. 1310-1347
Persistent link: https://www.econbiz.de/10012878991
Saved in:
10
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
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