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The US housing market : asset pricing forecasts using time varying coefficients
Guirguis, Hany S.; Giannikos, Christos; Anderson, Randy I. - In: The journal of real estate finance and economics 30 (2005) 1, pp. 33-53
Persistent link: https://www.econbiz.de/10002694049
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The 2008 financial crisis and the dynamics of price discovery among stock prices, CDS spreads, and bond spreads for US financial firms
Giannikos, Christos; Guirguis, Hany S.; Suen, Michael - In: The journal of derivatives : the official publication … 21 (2013) 1, pp. 27-48
Persistent link: https://www.econbiz.de/10010191936
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Distribution risk and equity returns
Danthine, Jean-Pierre; Donaldson, John B.; Siconolfi, Paolo - In: Handbook of the equity risk premium, (pp. 415-462). 2008
Persistent link: https://www.econbiz.de/10003598727
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Distribution risk and equity returns: discussion
Jermann, Urban J. - In: Handbook of the equity risk premium, (pp. 463-466). 2008
Persistent link: https://www.econbiz.de/10003598742
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Intermediate financial theory
Danthine, Jean-Pierre; Donaldson, John B. - 2005 - 2. ed.
Persistent link: https://www.econbiz.de/10002871562
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Inflation and asset prices in an exchange economy
Danthine, Jean-Pierre; Donaldson, John B. - 1983
Persistent link: https://www.econbiz.de/10002051595
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Productivity growth, consumer confidence and the business cycle
Danthine, Jean-Pierre - In: European economic review : EER 42 (1998) 6, pp. 1113-1140
Persistent link: https://www.econbiz.de/10001338476
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Intermediate financial theory
Danthine, Jean-Pierre; Donaldson, John B. - 2002
Persistent link: https://www.econbiz.de/10004735046
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Intermediate financial theory
Danthine, Jean-Pierre - 2002
Persistent link: https://www.econbiz.de/10013474745
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Valuing contingent claims with different types of market incompleteness
Murawskim, Carsten - Institut für Schweizerisches Bankwesen <Zürich>; … - 2005
Previous research has shown that frictions might have a significant impact on the value of a contingent claim, as discussed, for example, in Karatzas & Kou (1996)and Collin-Dufresne & Hugonnier (2002). We consider two types of frictions particularly important: frictions related to trading, such...
Persistent link: https://www.econbiz.de/10005857970