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Profitable Informed Trading in a Simple General Equilibrium Model of Asset Pricing.
Dow, J.; Gorton, G. - Rodney L. White Center for Financial Research, Wharton … - 1993
Persistent link: https://www.econbiz.de/10005245208
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Testing Inequality Restriction Implied by Cnditional Asset Pricing Models.
Boudoukh, J.; Richerdson, M.; Smith, T. - Rodney L. White Center for Financial Research, Wharton … - 1992
Persistent link: https://www.econbiz.de/10005245248
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Sticky Prices in a Dynamic Oligopoly : An Empirical Investigation of Fixed and Variable Adjustment Costs.
Slade, M.E. - Groupement de Recherche en Économie Quantitative … - 1992
Persistent link: https://www.econbiz.de/10005207656
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Pricing-to-Market in the Presence of Freight Rate and Exchange Rate Changes: Evidence from Canadian Data.
Bryan, I. - Department of Economics, Ryerson University - 1996
This paper develops and tests a time-series model of pricing to market with respect to both changes in exchange rates …
Persistent link: https://www.econbiz.de/10005207727
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Temporal Aggregation and Tests of Arbitrage Pricing Theory.
EL BABSIRI, M.; RENAULT, E. - Département et Laboratoire d'Économie Théorique … - 1990
Persistent link: https://www.econbiz.de/10005212143
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The Timing of FDI Under Uncertainty: An Application to the US Multinational Enterprises.
Sampayo, F.D.M. - Department of Economics, University of Birmingham - 2001
An 'option-pricing' model is employed to analyse when a firm should expand its production capabilities abroad. In a …
Persistent link: https://www.econbiz.de/10005086697
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Necessary and Sufficient Conditions for Pareto Efficiency of Equilibrium in Non-Convex Economies.
Chichilniski, G.; Heal, G. - Department of Economics, School of Arts and Sciences - 1991
Persistent link: https://www.econbiz.de/10005344637
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Letent Variable Models for Stochastic Discount Factors.
Garcia, R.; Renault, E. - Centre Interuniversitaire de Recherche en Économie … - 2000
In this paper, we provided a unifying analysis of latent variable models in finance through the concept of stochastic discount factor (SDF).
Persistent link: https://www.econbiz.de/10005353040
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Market Time and Asset Price Movements: Theory and Estimation.
Ghysels, E.; Gourieroux, C.; Jasiak, J. - Centre Interuniversitaire de Recherche en Économie … - 1995
Persistent link: https://www.econbiz.de/10005353050