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Markov chain tests of the unbi...
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CAPM
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Gregory, Allan W.
6
Backus, David
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Smith, Gregor W.
2
Backus, David K.
1
Telmer, Chris I.
1
Voss, Graham M.
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Discussion paper / Institute for Economic Research, Queen's University
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Economics letters
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The Canadian journal of economics
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ECONIS (ZBW)
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Accounting for forward rates in markets for foreign currency
Backus, David
- In:
The journal of finance : the journal of the American …
48
(
1993
)
5
,
pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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2
Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W.
- In:
Economics letters
38
(
1992
)
3
,
pp. 263-267
Persistent link: https://www.econbiz.de/10001123559
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3
Theoretical relations between risk premiums and conditional variances
Backus, David
- In:
Journal of business & economic statistics : JBES ; a …
11
(
1993
)
2
,
pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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4
The term structure of interest rates : departures from time-separable expected utility
Gregory, Allan W.
- In:
The Canadian journal of economics
24
(
1991
)
4
,
pp. 923-939
Persistent link: https://www.econbiz.de/10001118495
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5
Calibration as testing : type I error in the equity premium puzzle
Gregory, Allan W.
;
Smith, Gregor W.
-
1988
Persistent link: https://www.econbiz.de/10000125028
Saved in:
6
Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.
;
Gregory, Allan W.
-
1988
Persistent link: https://www.econbiz.de/10000125030
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