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A Tale of Two States : Asymmet...
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61
Absolute and relative measures of time-varying risk premia and the predicatability of stock returns
Black, Angela J.
-
1995
Persistent link: https://www.econbiz.de/10000554555
Saved in:
62
Fundamental determinants of national equity market returns : a perspective on conditional asset pricing
Ferson, Wayne E.
;
Harvey, Campbell R.
-
1996
Persistent link: https://www.econbiz.de/10000617696
Saved in:
63
Global risk premia on international stock and bond markets
Oertmann, Peter
-
1997
Persistent link: https://www.econbiz.de/10000621233
Saved in:
64
Asymmetric volatility and risk in equity markets
Bekaert, Geert
;
Wu, Guojun
-
1997
Persistent link: https://www.econbiz.de/10000627885
Saved in:
65
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
66
Consumption and portfolio decisions when expected returns are time varying
Campbell, John Y.
;
Viceira, Luis M.
-
1996
Persistent link: https://www.econbiz.de/10000613973
Saved in:
67
Calibration as testing : type I error in the equity premium puzzle
Gregory, Allan W.
;
Smith, Gregor W.
-
1988
Persistent link: https://www.econbiz.de/10000125028
Saved in:
68
Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.
;
Gregory, Allan W.
-
1988
Persistent link: https://www.econbiz.de/10000125030
Saved in:
69
Equilibrium asset prices with undiversifiable labor income risk
Weil, Philippe
-
1992
Persistent link: https://www.econbiz.de/10000136587
Saved in:
70
Global financial markets and the risk premium on US equity
Chan, K. C.
;
Karolyi, G. Andrew
;
Stulz, René M.
-
1992
Persistent link: https://www.econbiz.de/10000136680
Saved in:
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