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Empirical evaluation of asset-pricing models : a comparison of the SDF and beta methods
Jagannathan, Ravi; Wang, Zhenyu - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2337-2368
Persistent link: https://www.econbiz.de/10001709440
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Recent estimates of time-variation in the conditional variance and in the exchange risk premium
Frankel, Jeffrey A. - 1987
Persistent link: https://www.econbiz.de/10000730437
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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Essays in financial economics
Lochstoer, Lars A. - 2005
Persistent link: https://www.econbiz.de/10003380261
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A habit-based explanation of the exchange rate risk premium
Verdelhan, Adrien - 2005
Persistent link: https://www.econbiz.de/10003380904
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Essays on the cross section of stock returns
Wang, Yong - 2005
Persistent link: https://www.econbiz.de/10003384692
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An empirical investigation of the book-to-market and size effects
Petkova, Ralitsa - 2003
Persistent link: https://www.econbiz.de/10003385465
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Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance
Zhang, Hong - 2004
Persistent link: https://www.econbiz.de/10003551684
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Risks for the long run : estimation with time aggregation
Bansal, Ravi; Kiku, Dana; Yaron, Amir - 2012
Persistent link: https://www.econbiz.de/10009622505
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Risk, uncertainty, and expected returns
Bali, Turan G.; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406481