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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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Aggregate idiosyncratic volatiity
Bekaert, Geert; Walsh, Randall P.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10003979088
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Asset return dynamics under bad environment-good environment fundamentals
Bekaert, Geert; Engstrom, Eric - 2010
Persistent link: https://www.econbiz.de/10008807672
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Aggregate idiosyncratic volatility
Bekaert, Geert; Hodrick, Robert J.; Zhang, Xiaoyan - 2010
Persistent link: https://www.econbiz.de/10008807675
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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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Asset Return Dynamics under Bad Environment-Good Environment Fundamentals
Bekaert, Geert - 2011
salient asset prices features including means and volatilities for equity returns and risk free rates, but also generates … realistic features of the "risk-neutral" conditional densitiy of equity returns, including the variance premium …
Persistent link: https://www.econbiz.de/10013134516
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Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals
Bekaert, Geert - 2014
only fits standard salient asset prices features including means and volatilities for equity returns and risk free rates …
Persistent link: https://www.econbiz.de/10013068408
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Asset Return Dynamics Under Bad Environment Good Environment Fundamentals
Bekaert, Geert - 2010
only fits standard salient asset prices features including means and volatilities for equity returns and risk free rates …
Persistent link: https://www.econbiz.de/10013151389
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Asset Return Dynamics Under Habits and Bad-Environment-Good Environment Fundamentals
Bekaert, Geert - 2019
fits standard salient features of asset prices including the means and volatilities of equity returns and a low risk free …
Persistent link: https://www.econbiz.de/10012904045
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Asset Return Dynamics under Bad Environment Good Environment Fundamentals
Bekaert, Geert - 2009
only fits standard salient asset prices features including means and volatilities for equity returns and risk free rates …
Persistent link: https://www.econbiz.de/10012463427