Similar Search Results - EconBiz

Financial literacy and financial sophistication among older Americans

Lusardi, Annamaria; Mitchell, Olivia S.; Curto, Vilsa - 2009

Persistent link: https://www.econbiz.de/10003901440

The cross-section and time series of stock and bond returns

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2010

"We propose an arbitrage-free stochastic discount factor (SDF) model that jointly prices the cross-section of returns on portfolios of stocks sorted on book-to-market dimension, the cross-section of government bonds sorted by maturity, the dynamics of bond yields, and time series variation in...

Persistent link: https://www.econbiz.de/10003933912

Hedges and safe havens : an examination of stocks, bonds, oil, gold and the dollar

Ciner, Cetin; Gurdgiev, Constantin; Lucey, Brian M. - 2010

Persistent link: https://www.econbiz.de/10008663461

The cross-section and time-series of stock and bond returns

Koijen, Ralph S. J.; Lustig, Hanno; Nieuwerburgh, Stijn van - 2012

Persistent link: https://www.econbiz.de/10009577595

A test of the revised interest parity in China and Asian emerging markets

Kim, Heeho; Cho, JooEun - In: Emerging markets finance & trade : a journal of the … 47 (2011), pp. 23-41

Persistent link: https://www.econbiz.de/10009503134

Stocks selection in capital markets crisis : multi-criteria approach

Belak, Vinko; Bara´c, Željana Aljinovi´c; Vuko, Tina - In: International journal of economics and business research 3 (2011) 1, pp. 60-71

Persistent link: https://www.econbiz.de/10008933038

Maxing out : stocks as lotteries and the cross-section of expected returns

Bali, Turan G.; Cakici, Nusret; Whitelaw, Robert F. - In: Journal of financial economics 99 (2011) 2, pp. 427-446

Persistent link: https://www.econbiz.de/10009242335

Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets

Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791

Persistent link: https://www.econbiz.de/10009708799

Is the volatility of market price of risk due to intermittent portfolio rebalancing?

Chien, YiLi; Cole, Harold L.; Lustig, Hanno - In: The American economic review 102 (2012) 6, pp. 2859-2896

Persistent link: https://www.econbiz.de/10009710863

Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations

Konermann, Patrick; Meinerding, Christoph; Sedova, Olga - In: Review of financial economics : RFE 22 (2013) 1, pp. 36-46

Persistent link: https://www.econbiz.de/10009717856

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