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Rare disasters and risk sharing with heterogeneous beliefs
Chen, Hui
;
Joslin, Scott
;
Tran, Ngoc-Khanh
- In:
The review of financial studies
25
(
2012
)
7
,
pp. 2189-2224
Persistent link: https://www.econbiz.de/10009571714
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Affine disagreement and asset pricing
Chen, Hui
;
Joslin, Scott
;
Tran, Ngoc-khanh
- In:
The American economic review
100
(
2010
)
2
,
pp. 522-526
Persistent link: https://www.econbiz.de/10008747999
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Entangled risks in incomplete FX markets
Maurer, Thomas
;
Tran, Ngoc-Khanh
- In:
Journal of financial economics
142
(
2021
)
1
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pp. 146-165
Persistent link: https://www.econbiz.de/10012650663
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Pricing implications of covariances and spreads in currency markets
Maurer, Thomas
;
Tô, Thuy-Duong
;
Tran, Ngoc-Khanh
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
1
,
pp. 336-388
Persistent link: https://www.econbiz.de/10012878867
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5
Pricing risks across currency denominations
Maurer, Thomas
;
Tô, Thuy-Duong
;
Tran, Ngoc-Khanh
- In:
Management science : journal of the Institute for …
65
(
2019
)
11
,
pp. 5308-5336
Persistent link: https://www.econbiz.de/10012125966
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Market timing and predictability in FX markets
Maurer, Thomas
;
To, Thuy Duong
;
Tran, Ngoc-Khanh
- In:
Review of finance : journal of the European Finance …
27
(
2023
)
1
,
pp. 223-246
Persistent link: https://www.econbiz.de/10013543159
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