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ECONIS (ZBW)
543
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1
Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A.
-
1987
Persistent link: https://www.econbiz.de/10000730437
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2
Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto
;
Jorian, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000781817
Saved in:
3
Costs of equity capital and model mispricing
Pástor, Ľuboš
;
Stambaugh, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10000659972
Saved in:
4
Specification analysis of affine term structure models
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10000637523
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5
Pricing model performance and the two-pass cross-sectional regression methodology
Kan, Raymond
;
Robotti, Cesare
;
Shanken, Jay
-
2009
Persistent link: https://www.econbiz.de/10003852918
Saved in:
6
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
7
Conditioning information and variance bounds on pricing kernels
Bekaert, Geert
;
Liu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001355784
Saved in:
8
Are OLS estimates of the return to schooling biased downward? : Another look
Blackburn, McKinley L.
;
Neumark, David
-
1993
Persistent link: https://www.econbiz.de/10000855472
Saved in:
9
Stochastic trends and short-run relationships between financial variables and real activity
Konishi, Toru
-
1993
Persistent link: https://www.econbiz.de/10000856442
Saved in:
10
The excess co-movement of commodity prices
Pindyck, Robert S.
;
Rotemberg, Julio
-
1988
Persistent link: https://www.econbiz.de/10000752261
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