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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, 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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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