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Consumption, wealth, the elasticity of intertemporal substitution and long-run stock market returns
Favero, Carlo A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003213907
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Does macroeconomics help us to unterstand the term structure of interest rates?
Favero, Carlo A. - 2001
Persistent link: https://www.econbiz.de/10013423447
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Consumption, wealth, the elasticity of intertemporal substitution and long-run stock market returns
Favero, Carlo A. - 2005
Persistent link: https://www.econbiz.de/10013424625
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High yields : the spread on German interest rates
Favero, Carlo A. - In: The economic journal : the journal of the Royal … 107 (1997) 443, pp. 956-985
Persistent link: https://www.econbiz.de/10001221411
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Asset pricing vs asset expected returning in factor models
Favero, Carlo A.; Melone, Alessandro - 2019 - This version: July, 2019
Persistent link: https://www.econbiz.de/10012110349
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Demographics and the econometrics of the term structure of stock market Rrisk
Favero, Carlo A.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334805
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Demographic trends, the dividend-price ratio and the predictability of long-run stock market returns
Favero, Carlo A.; Gozluklu, Arie E.; Tamoni, Andrea - 2010
Persistent link: https://www.econbiz.de/10011334811
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Sovereign spreads in the euro area : which prospects for a Eurobond?
Favero, Carlo A.; Missale, Alessandro - 2011
Persistent link: https://www.econbiz.de/10011337912
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Model uncertainty, thick modelling and the predictability of stock returns
Aiolfi, Marco; Favero, Carlo A. - 2003
Persistent link: https://www.econbiz.de/10001778766
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Recursive "thick" modeling of excess returns and portfolio allocation
Aiolfi, Marco (contributor); Favero, Carlo A. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002155833