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An Editors' Comment on "Lessons from the JMCB Archive"
Lam, Pok-sang; Lucas, Deborah; Ogaki, Masao; West, … - In: Journal of money, credit and banking : JMCB 38 (2006) 4, pp. 1109-1110
Persistent link: https://www.econbiz.de/10007268631
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A Markov-Switching Model Of Gnp Growth With Duration Dependence
Lam, Pok-sang - In: International economic review 45 (2004) 1, pp. 175-204
Persistent link: https://www.econbiz.de/10006024794
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Articles - Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?
Cecchetti, Stephen G.; Lam, Pok-sang; Mark, Nelson C. - In: The American economic review 90 (2000) 4, pp. 787-805
Persistent link: https://www.econbiz.de/10006836379
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Variance-Ratio Tests: Small-Sample Properties With an Application to International Output Data
Cecchetti, Stephen G.; Lam, Pok-sang - In: Journal of business & economic statistics : JBES ; a … 12 (1994) 2, pp. 177-186
Persistent link: https://www.econbiz.de/10008224445
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Income Risk and Portfolio Choice: An Empirical Study
Angerer, Xiaohong; Lam, Pok-Sang - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 1037-1056
Persistent link: https://www.econbiz.de/10008231885
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The equity premium and the risk-free rate: Matching the moments
Cecchetti, Stephen G.; Lam, Pok-sang; Mark, Nelson C. - In: Journal of monetary economics 31 (1993) 1, pp. 21-46
Persistent link: https://www.econbiz.de/10007715166
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ASSET PRICING WITH DISTORTED BELEFS: ARE EQUITY RETURNS TOO GOOD TO BE TRUE?
Cecchetti, Stephen G.; Lam, Pok-sang; Mark, Nelson C. - 1998
Persistent link: https://www.econbiz.de/10006994625
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Testing Volatility Restrictions on Intertemporal Marginal Rates of Sugstitution Implied by Euler Equations and Asset Returns
Cecchetti, Stephen G.; Lam, Pok-Sang; Mark, Nelson C. - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 123-152
Persistent link: https://www.econbiz.de/10006600389