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DO ASSET PRICES REFLECT FUNDAMENTALS? FRESHLY SQUEEZED EVIDENCE FROM THE OJ MARKET
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - 2003
Persistent link: https://www.econbiz.de/10006969946
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THE BEST OF BOTH WORLDS - A hybrid method for estimating VAR that is both easy and computationally cheap.
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - In: Risk : managing risk in the world's financial markets 11 (1998) 5, pp. 64-67
Persistent link: https://www.econbiz.de/10007063432
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THE MYTH OF LONG-HORIZON PREDICTABILITY
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - 2005
Persistent link: https://www.econbiz.de/10006956613
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THE INFORMATION IN LONG-MATURITY FORWARD RATES: IMPLICATIONS FOR EXCHANGE RATES AND THE FORWARD PREMIUM ANOMALY
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert - 2005
Persistent link: https://www.econbiz.de/10006956736
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A Tale of Three Schools: Insights on Autocorrelations of Short-Horizon Stock Returns
Boudoukh, Jacob; Richardson, Matthew P.; Whitelaw, Robert F. - In: The review of financial studies 7 (1994) 3, pp. 539-574
Persistent link: https://www.econbiz.de/10007089868
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The financial crisis : whence and whither?
Boudoukh, Jacob - In: Israel economic review 8 (2010/11) 2, pp. 29-34
Persistent link: https://www.econbiz.de/10009925765
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Investigation of a Class of Volatility Estimators
Boudoukh, Jacob; Richardson, Matthew; Whitelaw, Robert F. - In: The journal of derivatives : the official publication … 4 (1997) 3, pp. 63-72
Persistent link: https://www.econbiz.de/10007306650
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A NEW STRATEGY FOR DYNAMICALLY HEDGING MORTGAGE-BACKED SECURITIES
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10007333795
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Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10007373113
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SHORTER PAPERS - Ex Ante Bond Returns and the Liquidity Preference Hypothesis
Boudoukh, Jacob; Richardson, Matthew; Smith, Tom; … - In: The journal of finance : the journal of the American … 54 (1999) 3, pp. 1153-1168
Persistent link: https://www.econbiz.de/10007339442