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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1995
Persistent link: https://www.econbiz.de/10001442054
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A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob - In: The review of financial studies 7 (1994) 3, pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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The pricing of dollar-denominated yen DM warrants
Dravid, Ajay R. - In: Journal of international money and finance 13 (1994) 5, pp. 517-536
Persistent link: https://www.econbiz.de/10001171004
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Industry returns and the fisher effect
Boudoukh, Jacob - In: The journal of finance : the journal of the American … 49 (1994) 5, pp. 1596-1615
Persistent link: https://www.econbiz.de/10001175173
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Nonlinearities in the relation between the equity risk premium and the term structure
Boudoukh, Jacob - In: Management science : journal of the Institute for … 43 (1997) 3, pp. 371-385
Persistent link: https://www.econbiz.de/10001216565
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
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A new strategy for dynamically hedging mortage-backed securities
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - In: The journal of derivatives : the official publication … 2 (1995) 4, pp. 60-77
Persistent link: https://www.econbiz.de/10001223167
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Pricing foreign index contingent claims : an application to Nikkei Index warrants
Dravid, Ajay R. - In: The journal of derivatives : the official publication … 1 (1993) 1, pp. 33-51
Persistent link: https://www.econbiz.de/10001202809
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Using generalized method of moments to test mean-variance efficiency
MacKinlay, Archie Craig - In: The journal of finance : the journal of the American … 46 (1991) 2, pp. 511-527
Persistent link: https://www.econbiz.de/10001108685
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Tests of financial models in the presence of overlapping observations
Richardson, Matthew - In: The review of financial studies 4 (1991) 2, pp. 227-254
Persistent link: https://www.econbiz.de/10001110000