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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert - 1994
Persistent link: https://www.econbiz.de/10000885945
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1997
Persistent link: https://www.econbiz.de/10000953922
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Asset return dynamics under bad environment good environment fundamentals
Bekaert, Geert; Engstrom, Eric - 2009
Persistent link: https://www.econbiz.de/10003872301
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Asset return dynamics under habits and bad environment-good environment fundamentals
Bekaert, Geert; Engstrom, Eric - 2015
Persistent link: https://www.econbiz.de/10011409432
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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Lui, Jun - In: The review of financial studies 17 (2004) 2, pp. 339-378
Persistent link: https://www.econbiz.de/10002026857
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert; Hodrick, Robert J.; Marshall, David Aaron - 1994
Persistent link: https://www.econbiz.de/10000903980
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Stock and bond pricing in an affine economy
Bekaert, Geert; Grenadier, Steven R. - 1999
Persistent link: https://www.econbiz.de/10001417249
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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Liu, Jun - 1999
Persistent link: https://www.econbiz.de/10001355784
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The implications of first-order risk aversion for asset market risk premiums
Bekaert, Geert - In: Journal of monetary economics 40 (1997) 1, pp. 3-39
Persistent link: https://www.econbiz.de/10001228099
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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - 1994
Persistent link: https://www.econbiz.de/10000912810