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The intertemporal relation between expected returns and risk
Bali, Turan G. - In: Journal of financial economics 87 (2008) 1, pp. 101-131
Persistent link: https://www.econbiz.de/10003628885
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Modeling the stochastic behavior of short-term interest rates : pricing implications for discount bonds
Bali, Turan G. - In: Journal of banking & finance 27 (2003) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10001721795
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Testing the empirical performance of stochastic volatility models of the short-term interest rate
Bali, Turan G. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 2, pp. 191-215
Persistent link: https://www.econbiz.de/10001510057
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US money demand and the welfare cost of inflation in a currency-deposit model
Bali, Turan G. - In: Journal of economics & business 52 (2000) 3, pp. 233-258
Persistent link: https://www.econbiz.de/10001496465
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An empirical comparison of continuous time models of the short term interest rate
Bali, Turan G. - In: The journal of futures markets 19 (1999) 7, pp. 777-797
Persistent link: https://www.econbiz.de/10001443351
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Modeling the conditional mean and variance of the short rate using diffusion, GARCH, and moving average models
Bali, Turan G. - In: The journal of futures markets 20 (2000) 8, pp. 717-751
Persistent link: https://www.econbiz.de/10001523755
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Bali, Turan G. - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 413-417
Persistent link: https://www.econbiz.de/10011987520
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Risk measurement performance of alternative distribution functions
Bali, Turan G.; Theodossiou, Panayiotis - In: The journal of risk and insurance : the journal of the … 75 (2008) 2, pp. 411-437
Persistent link: https://www.econbiz.de/10003713595
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Aggregate earnings, firm-level earnings, and expected stock returns
Bali, Turan G.; Demirtas, K. Ozgur; Tehranian, Hassan - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 657-684
Persistent link: https://www.econbiz.de/10003757790
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Is there an intertemporal relation between downside risk and expected returns?
Bali, Turan G.; Demirtas, K. Ozgur; Levy, Haim - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 4, pp. 883-909
Persistent link: https://www.econbiz.de/10003901202