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Hedging options in GARCH environment : testing the term structure of stochastic volatility models
Engle, Robert F.; Rosenberg, Joshua V. - 1994
Persistent link: https://www.econbiz.de/10000147446
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A cross-sectional test of a production-based asset pricing model
Cochrane, John H. - 1992
Persistent link: https://www.econbiz.de/10000136635
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Empirical testing of asset pricing models
Lehmann, Bruce Neal - 1992
Persistent link: https://www.econbiz.de/10000136651
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Partial- vs general-equilibrium models of the international capital market
Dumas, Bernard - 1993
Persistent link: https://www.econbiz.de/10000874458
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What determines expected international asset returns?
Harvey, Campbell R. - 1994
Persistent link: https://www.econbiz.de/10000883653
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Reverse engineering the yield curve
Backus, David - 1994
Persistent link: https://www.econbiz.de/10000886121
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Tobin's q and asset returns : implications for business cycle analysis
Christiano, Lawrence J. - 1995
Persistent link: https://www.econbiz.de/10000935808
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Asset holding and consumption volatility
Attanasio, Orazio P. - 1998
Persistent link: https://www.econbiz.de/10000988840
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Financial constraints and stock returns
Lamont, Owen A.; Polk, Christopher; Saá-Requejo, Jesús - 1997
Persistent link: https://www.econbiz.de/10000973627