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A STRUCTURAL MODEL OF DEFAULT...
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Santa-Clara, Pedro
189
Brandt, Michael W.
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Valkanov, Rossen
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Cochrane, John H.
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Ghysels, Eric
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Longstaff, Francis A.
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Goyal, Amit
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Valkanov, Rossen I.
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Maio, Paulo
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ECONIS (ZBW)
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RePEc
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OLC EcoSci
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USB Cologne (EcoSocSci)
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11
Financial constraints and stock returns
Lamont, Owen A.
;
Polk, Christopher
;
Saá-Requejo, Jesús
-
1997
Persistent link: https://www.econbiz.de/10000973627
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12
Using financial futures in trading and risk management
Mas, Ignacio
;
Saá-Requejo, Jesús
-
1995
Persistent link: https://www.econbiz.de/10000909301
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13
Exchange rate and term structure dynamics and the pricing of derivative securities
Nielsen, Lars Tyge
;
Saá-Requejo, Jesús
-
1992
Persistent link: https://www.econbiz.de/10000853366
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14
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
COCHRANE, JOHN H.
;
SAÁ-REQUEJO, JESÚS
-
Center for Research in Security Prices (CRSP), Booth …
-
1998
Persistent link: https://www.econbiz.de/10005794766
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15
Two trees
Cochrane, John H.
;
Longstaff, Francis A.
;
Santa-Clara, Pedro
- In:
The review of financial studies
21
(
2008
)
1
,
pp. 347-385
Persistent link: https://www.econbiz.de/10003716171
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16
International risk sharing is better than you think : or exchange rates are much too smooth
Brandt, Michael W.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10003732449
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17
Earnings announcements are full of surprises
Brandt, Michael W.
;
Kishore, Runeet
;
Santa-Clara, Pedro
; …
-
2008
-
This version: January 22, 2008
Persistent link: https://www.econbiz.de/10003768329
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18
International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10003333393
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19
Forecasting stock market returns : the sum of the parts is more than the whole
Ferreira, Miguel A.
;
Santa-Clara, Pedro
-
2008
Persistent link: https://www.econbiz.de/10003791605
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20
Parametric portfolio policies : exploiting characteristics in the cross-section of equity returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen I.
- In:
The review of financial studies
22
(
2009
)
9
,
pp. 3411-3447
Persistent link: https://www.econbiz.de/10003885704
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