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A Test of the Cox, Ingersoll,...
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ECONIS (ZBW)
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A test of the Cox, Ingersoll, and Ross model of the term structure
Gibbons, Michael R.
- In:
The review of financial studies
6
(
1993
)
3
,
pp. 619-658
Persistent link: https://www.econbiz.de/10001159893
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2
Building green without losing green : managing risks in sustainable design and construction contracts
Gibbons, Michael R.
- In:
The real estate finance journal
25
(
2009/10
)
3
,
pp. 51-76
Persistent link: https://www.econbiz.de/10003918108
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3
Lange und kurze Laufzeiten beim Anleihen-Investment
Gibbons, Michael R.
- In:
Mastering Finance : das MBA-Buch zum Finanzmanagement
,
(pp. 250-257)
.
1999
Persistent link: https://www.econbiz.de/10003253031
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4
Multivariate tests of financial models : a new approach
Gibbons, Michael R.
- In:
Journal of financial economics
10
(
1982
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10002406272
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5
On the volatitlity of bond prices
Gibbons, Michael R.
- In:
Carnegie Rochester conference series on public policy : …
(
1989
),
pp. 139-176
Persistent link: https://www.econbiz.de/10001109747
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6
A comparison of inflation forecasts
Fama, Eugene F.
;
Gibbons, Michael R.
- In:
Journal of monetary economics
13
(
1984
)
3
,
pp. 327-348
Persistent link: https://www.econbiz.de/10002140282
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7
Inflation, real returns and capital investment
Fama, Eugene F.
;
Gibbons, Michael R.
- In:
Journal of monetary economics
9
(
1982
)
3
,
pp. 297-323
Persistent link: https://www.econbiz.de/10002140475
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8
Day of the week effects and asset returns
Gibbons, Michael R.
;
Hess, Patrick
- In:
The journal of business : B
54
(
1981
)
4
,
pp. 579-596
Persistent link: https://www.econbiz.de/10002406259
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9
Testing asset pricing models with changing expectations and an unobservable market portfolio
Gibbons, Michael R.
;
Ferson, Wayne
- In:
Journal of financial economics
14
(
1985
)
2
,
pp. 217-236
Persistent link: https://www.econbiz.de/10002406283
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10
A simple econometric approach for utilitybased asset pricing models
Brown, David P.
;
Gibbons, Michael R.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
2
,
pp. 359-381
Persistent link: https://www.econbiz.de/10001953296
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