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51
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11
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
(
contributor
);
Xia, Yihong
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003732629
Saved in:
12
tay's as good as cay
Brennan, Michael J.
;
Xia, Yihong
- In:
Finance research letters
2
(
2005
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10002685412
Saved in:
13
tay's as good as cay: reply
Lettau, Martin
;
Ludvigson, Sydney C.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 15-22
Persistent link: https://www.econbiz.de/10002685533
Saved in:
14
International capital markets and foreign exchange risk
Brennan, Michael J.
;
Xia, Yihong
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 753-795
Persistent link: https://www.econbiz.de/10003358382
Saved in:
15
An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong
;
Xia, Yihong
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
Saved in:
16
Risk and valuation under an intertemporal capital asset pricing model
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of business : B
79
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003301922
Saved in:
17
Estimation and test of a simple model of intertemporal capital asset pricing
Brennan, Michael J.
;
Wang, Ashley W.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
4
,
pp. 1743-1776
Persistent link: https://www.econbiz.de/10002190689
Saved in:
18
Extracting inflation from stock returns to test purchasing power parity
Chowdhry, Bhagwan
;
Roll, Richard
;
Xia, Yihong
- In:
The American economic review
95
(
2005
)
1
,
pp. 255-276
Persistent link: https://www.econbiz.de/10002878423
Saved in:
19
Dynamic asset allocation under inflation
Brennan, Michael J.
;
Xia, Yihong
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1201-1238
Persistent link: https://www.econbiz.de/10001684992
Saved in:
20
A simple model of intertemporal capital asset pricing and its implications for the Fama-French three-factor model
Xia, Yihong
;
Brennan, Michael J.
;
Wang, Ashley W.
-
2002
Persistent link: https://www.econbiz.de/10001692842
Saved in:
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