Narrow search
Showing 1 - 10 of 20
Cover Image
Two-pass estimation of risk premiums with multicollinear and near-invariant betas
Ahn, Seung C.; Perez, M. Fabricio; Gadarowski, Christopher - In: Journal of empirical finance 20 (2013), pp. 1-17
Persistent link: https://www.econbiz.de/10010063411
Cover Image
Corrigendum to “GMM estimation of the number of latent factors: With application to international stock markets” [J Empir Financ. 17 (2010) 783–802]
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 5, pp. 1006-1007
Persistent link: https://www.econbiz.de/10008717984
Cover Image
GMM estimation of the number of latent factors: With application to international stock markets
Ahn, Seung C.; Perez, M. Fabricio - In: Journal of empirical finance 17 (2010) 4, pp. 783-803
Persistent link: https://www.econbiz.de/10008436075
Cover Image
Optimal Labour Contracts and Involuntary Unemployment under Costly and Imperfect Monitoring
Ahn, Seung Chan; Faith, Roger L. - In: Economica 63 (1996) 252, pp. 569-588
Persistent link: https://www.econbiz.de/10007705350
Cover Image
GMM estimation of linear panel data models with time-varying individual effects
Ahn, Seung Chan; Hoon Lee, Young; Schmidt, Peter - In: Journal of econometrics 101 (2001) 2, pp. 219-256
Persistent link: https://www.econbiz.de/10006775858
Cover Image
Dynamic effects of idiosyncratic volatility and liquidity on corporate bond spreads
Kalimipalli, Madhu; Nayak, Subhankar; Perez, M. Fabricio - In: Journal of banking & finance 37 (2013) 8, pp. 2969-2990
Persistent link: https://www.econbiz.de/10010132114
Cover Image
Illicit money flows as motives for FDI
Perez, M. Fabricio; Brada, Josef C.; Drabek, Zdenek - In: Journal of comparative economics : the journal of the … 40 (2012) 1, pp. 108-127
Persistent link: https://www.econbiz.de/10009825314
Cover Image
The Risk‐Sharing Implications of Disaster Insurance Funds
Boulatov, Alex; Dieckmann, Stephan - In: The journal of risk and insurance : the journal of the … 80 (2013) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10010085222
Cover Image
Rare event risk and emerging market debt with heterogeneous beliefs
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of international money and finance 33 (2013), pp. 163-187
Persistent link: https://www.econbiz.de/10010087880
Cover Image
The equilibrium allocation of diffusive and jump risks with heterogeneous agents
Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576
Persistent link: https://www.econbiz.de/10006751184