Similar Search Results

Margin requirements, price fluctuations, and market participation in metal futures

Hardouvelis, Gikas A. - In: Journal of money, credit and banking : JMCB 27 (1995) 3, pp. 659-671

Persistent link: https://www.econbiz.de/10001190530

The errors in the variables problem in the cross-section of expected stock returns

Kim, Dongcheol - In: The journal of finance : the journal of the American … 50 (1995) 5, pp. 1605-1634

Persistent link: https://www.econbiz.de/10001191665

Price volatility and futures margins

Hardouvelis, Gikas A. - In: The journal of futures markets 16 (1996) 1, pp. 81-111

Persistent link: https://www.econbiz.de/10001193435

Asset pricing models with and without consumption data : an empirical evaluation

Hardouvelis, Gikas A. - In: Journal of empirical finance 3 (1996) 3, pp. 267-301

Persistent link: https://www.econbiz.de/10001206313

Detecting structural shifts of the risk-return tradeoff

Kim, Dongcheol - In: Journal of economic research 8 (2003) 1, pp. 21-50

Persistent link: https://www.econbiz.de/10001775313

Intertemporal asset pricing models and the cross section of expected stock returns

Hardouvelis, Gikas A.; Kim, Dongcheol; Wizman, Thierry A. - 1992

Persistent link: https://www.econbiz.de/10000853174

Economies of scale and international business cycles

Kim, Daisoon - In: Journal of international economics 131 (2021), pp. 1-31

Persistent link: https://www.econbiz.de/10013167855

War-experienced CEOs and corporate policies : evidence from the Korean war

Choi, Sanghak; Jung, Hail; Kim, Daejin - In: Emerging markets review 47 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10012817040

Central Bank Policy and the Concentration of Risk : Empirical Estimates

Coimbra, Nuno; Kim, Daisoon; Rey, Hélène - National Bureau of Economic Research - 2021

Before the 2008 crisis, the cross-sectional skewness of banks' leverage went up and macro risk concentrated in the balance sheets of large banks. Using a model of profit-maximizing banks with heterogeneous Value-at-Risk constraints, we extract the distribution of banks' risk-taking parameters...

Persistent link: https://www.econbiz.de/10012585391

Term structures and scenario-based social discount rates under smooth ambiguity

Kim, Dowon; Kim, Kyoung-Kuk; Lee, Jiwoong - In: The engineering economist : a journal devoted to the … 66 (2021) 2, pp. 121-149

Persistent link: https://www.econbiz.de/10012586942