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~person:"Dittmar, Robert F."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Firm characteristics, consumption risk, and firm-level risk exposures
Dittmar, Robert F.
;
Lundblad, Christian
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 326-343
Persistent link: https://www.econbiz.de/10011751743
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2
Do sovereign bonds benefit corporate bonds in emerging markets
Dittmar, Robert F.
;
Yuan, Kathy
- In:
The review of financial studies
21
(
2008
)
5
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10003765026
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3
Consumption, dividends, and the cross section of equity returns
Bansal, Ravi
;
Dittmar, Robert F.
;
Lundblad, Christian
- In:
The journal of finance : the journal of the American …
60
(
2005
)
4
,
pp. 1639-1672
Persistent link: https://www.econbiz.de/10003080218
Saved in:
4
Do investment-based models explain equity returns? : evidence from Euler equations
Delikouras, Stefanos
;
Dittmar, Robert F.
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3823-3866
Persistent link: https://www.econbiz.de/10013350124
Saved in:
5
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
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6
Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
7
Basic assets
Ahn, Dong-Hyun
;
Conrad, Jennifer S.
;
Dittmar, Robert F.
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5133-5174
Persistent link: https://www.econbiz.de/10003916318
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8
Ex ante skewness and expected stock returns
Conrad, Jennifer S.
;
Dittmar, Robert F.
;
Ghysels, Eric
- In:
The journal of finance : the journal of the American …
68
(
2013
)
1
,
pp. 85-124
Persistent link: https://www.econbiz.de/10009719760
Saved in:
9
Cointegration and consumption risks in asset returns
Bansal, Ravi
;
Dittmar, Robert F.
;
Kiku, Dana
- In:
The review of financial studies
22
(
2009
)
3
,
pp. 1343-1375
Persistent link: https://www.econbiz.de/10003827757
Saved in:
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