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RePEc
73
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1
Statistical Modeling of Asymetric Risk in Asset Returns.
Knight, J.L.
;
Stachell, S.E.
;
Tran, K.C.
-
Department of Economics, University of Saskatchewan
-
1995
Persistent link: https://www.econbiz.de/10005781047
Saved in:
2
Variations as a Cause of Fluctuations in Demand -The Empirics.
Hassler, J.
-
Institute for International Economic Studies (IIES), …
-
1993
Persistent link: https://www.econbiz.de/10005779961
Saved in:
3
Monetary Uncertainty in Discrete-Time Utility-of-Money Models.
Rankin, N.
-
Department of Economics, University of Warwick
-
1993
Persistent link: https://www.econbiz.de/10005146877
Saved in:
4
Time-Varying Risks and Returns: Evidence from Moning Inductries Data.
Harchaoui, M.
-
Centre Interuniversitaire de Recherche en Économie …
-
1993
Persistent link: https://www.econbiz.de/10005729601
Saved in:
5
Reasonableness of Risk Premium: A Study of the Term Structure with Risk Premium of Japan.
Yoshida, A.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1992
Persistent link: https://www.econbiz.de/10008603000
Saved in:
6
Reasonableness of Risk Premium: A Study of the Term Structure with Risk Premium of Japan.
Yoshida, A.
-
Institute of Social and Economic Research (ISER), Osaka …
-
1992
Persistent link: https://www.econbiz.de/10005780346
Saved in:
7
Optimal Design of Financial Contracts and Moral Hazard.
Dionne, G.
;
Viala, P.
-
Centre Interuniversitaire de Recherche en Économie …
-
1992
Persistent link: https://www.econbiz.de/10005345994
Saved in:
8
General Tests of Latent Variable Models and Mean Variance Spanning.
Ferson, W.E.
;
Foerster, S.R.
;
Keim, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245215
Saved in:
9
Exact Solutions for Expected Rates of Return Under Markov Regime Switching : Implications for the Equity Premium Puzzele.
Abel, A.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1992
Persistent link: https://www.econbiz.de/10005245288
Saved in:
10
Risk Sharing and Precautionary Saving.
Guiso, L.
;
Jappelli, T.
-
Banca d'Italia
-
1992
Persistent link: https://www.econbiz.de/10005640921
Saved in:
11
Can Varying Social Insurance Contributions Improve Labour Market Efficiency?
Dreze, J.H.
-
Center for Operations Research and Econometrics (CORE), …
-
1992
Persistent link: https://www.econbiz.de/10005634121
Saved in:
12
The Equity Premium and the Allocation of Income Risk.
Danthine, J.P.
;
Donaldson, J.B.
;
Mehra, R.
-
Graduate School of Business, Columbia University
-
1992
Persistent link: https://www.econbiz.de/10005663849
Saved in:
13
Price Uncertainty and Derivative Securities in a General Equilibrium Model.
Chichilnisky, G.
;
Heal, G.
;
Dutta, J.
-
Department of Economics, School of Arts and Sciences
-
1992
Persistent link: https://www.econbiz.de/10005811936
Saved in:
14
Relative Utilitarianism.
Dhillon, A.
;
Mertens, J.F.
-
Economics Department, State University of New …
-
1992
Persistent link: https://www.econbiz.de/10005816356
Saved in:
15
Recent Developments in Modeling Volatility in Financial Data.
Nijman, T.E.
;
Palm, F.C.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005775451
Saved in:
16
A quasi Process Free Valuation Model of Floating Rate Instruments.
Jacquillat, B.
;
de Laguiche, S.
-
Hoover Institution on War Revolution & Peace, Stanford …
-
1991
Persistent link: https://www.econbiz.de/10005776123
Saved in:
17
Risk and Returns of low-Grade Bonds: An Update.
Kein, D.B.
;
Blume, M.E.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005777120
Saved in:
18
Managerial Incentives Based on Insider Information.
Caillaud, B.
;
Jullien, B.
-
1991
Persistent link: https://www.econbiz.de/10005780766
Saved in:
19
Male-Female Differences in Job Turnover Behaviour: a Competing Risk Hazard Model Approach Using the National Longitudinal Survey of Youth.
Finnie, R.
;
Mont, D.
-
Groupe de recherche en économie de l'énergie, de …
-
1991
Persistent link: https://www.econbiz.de/10005781116
Saved in:
20
Measures of Country Risk: A Linear Probablity Analysis.
Ford, J.L.
;
Mpuku, H.C.
-
Department of Economics, University of Birmingham
-
1991
Persistent link: https://www.econbiz.de/10005357596
Saved in:
21
Debt-Equity Swaps: Investment Incentive Effects and Secondary Market Prices.
Bowe, M.
;
Dean, J.W.
-
Department of Economics, Simon Fraser University
-
1991
Persistent link: https://www.econbiz.de/10005597117
Saved in:
22
Technical Trading Rules and Regime Shifts in Foreign Exchange.
LeBaron, B.
-
Wisconsin Madison - Social Systems
-
1991
Persistent link: https://www.econbiz.de/10005443426
Saved in:
23
Debt-Equity Swaps: Investment Incentive Effects and Secondary Market Prices.
Bowe, M.
;
Dean, J.W.
-
1991
Persistent link: https://www.econbiz.de/10005478523
Saved in:
24
Estimating the Commodity Price Model.
Deaton, A.
;
Laroque, G.
-
Woodrow Wilson School of Public and International …
-
1991
Persistent link: https://www.econbiz.de/10005487304
Saved in:
25
Generalized put-Call parity.
Babbel, D.F.
;
Eisenberg, L.K.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245255
Saved in:
26
Risk and Returns of low-Grade Bonds: An Update.
Kein, D.B.
;
Blume, M.E.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245276
Saved in:
27
Test of Asset Pricing Models With Changing Expectations.
Ferson, W.E.
;
Foester, S.R.
;
Kein, D.B.
-
Rodney L. White Center for Financial Research, Wharton …
-
1991
Persistent link: https://www.econbiz.de/10005245334
Saved in:
28
Risk Aversion, Imperfect Competition,, and Long-Lived Information.
Holden, C.W.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005207597
Saved in:
29
Risk Aversion and the Value of Information.
Nadiminti, R.
;
Mukhopadhyay, T.
;
Kriebel, C.H.
-
Carnegie Mellon University, Tepper School of Business
-
1991
Persistent link: https://www.econbiz.de/10005029179
Saved in:
30
Precautionary Savings and Consumption Smoothing Across Time and Possibilities.
Kimball, M.
;
Weil, P.
-
Harvard Institute of Economic Research (HIER), …
-
1991
Persistent link: https://www.econbiz.de/10005035827
Saved in:
31
Expected and Predicted Realignments: the FF/DM Exchange Rate during the EMS.
Rose, A.K.
;
Svensson, L.E.
-
Institute for International Economic Studies (IIES), …
-
1991
Persistent link: https://www.econbiz.de/10005638840
Saved in:
32
Risk and Insurance in Village India.
Townsend, R.M.
-
Economics Research Center (ERC), University of Chicago
-
1991
Persistent link: https://www.econbiz.de/10005640661
Saved in:
33
Time Varying Distributions and Dynamic Hedging with Foreign Currency Futures.
Kroner, K.F.
-
Graduate School of Business, Columbia University
-
1991
Persistent link: https://www.econbiz.de/10005647016
Saved in:
34
The Risk Properties of A Pre-Test Estimator for Zellner's Seemingly Unrelated Model.
Ozcam, A.
;
Judge, G.
;
Bera, A.
;
Yancey, T.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005660528
Saved in:
35
Foreign Direcyt Investment and the Risk of Expropriation.
Thomas, J.
;
Worral, T.
-
CentER for Economic Research, Universiteit van Tilburg
-
1991
Persistent link: https://www.econbiz.de/10005618644
Saved in:
36
Saving Under Uncertainty : A Bivariate Non-Expected Utility Approach.
Demers, Fanny
;
Demers, Michel
-
Carleton University, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005627005
Saved in:
37
Multivariate Risk Aversion and Uninsurable Risks: Theory and Applications.
Demers, Fanny
;
Demers, Michel
-
Carleton University, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005627006
Saved in:
38
Increases in Risk and the Optimal Deductible.
Demers, Fanny
;
Demers, Michel
-
Carleton University, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005627037
Saved in:
39
A Note on the Optimal Amount of Drunk Driving.
Kenkel, D.S.
-
Department of Economics, Pennsylvania State University
-
1991
Persistent link: https://www.econbiz.de/10005631450
Saved in:
40
Generalized put-Call parity.
Babbel, D.F.
;
Eisenberg, L.K.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005631571
Saved in:
41
Test of Asset Pricing Models With Changing Expectations.
Ferson, W.E.
;
Foester, S.R.
;
Kein, D.B.
-
Weiss Center for International Financial Research, …
-
1991
Persistent link: https://www.econbiz.de/10005633583
Saved in:
42
Learning, Mutation, And Long Run Equilibria In Games.
Kandori, M.
;
Mailath, G.J.
-
Woodrow Wilson School of Public and International …
-
1991
Persistent link: https://www.econbiz.de/10005669650
Saved in:
43
Portfolio Insurance And Asset Prices.
Donaldson, R.G.
;
Uhlig, H.
-
Bendheim Center for Finance, Department of Economics
-
1991
Persistent link: https://www.econbiz.de/10005671940
Saved in:
44
Understanding the Structure of Village and Regional Economies.
Townsend, R.M.
-
Economics Research Center (ERC), University of Chicago
-
1990
Persistent link: https://www.econbiz.de/10005780624
Saved in:
45
CONFLICT AND ATTITUDES TOWARD RISK.
SKAPERDAS, S.
-
California Irvine - School of Social Sciences
-
1990
Persistent link: https://www.econbiz.de/10005780895
Saved in:
46
INTERNATIONAL TRANSMISSION OF MACROECONOMICS DISTURBANCES: THE ROLE OF EQUITY MARKETS.
GAVIN, M.
-
Department of Economics, School of Arts and Sciences
-
1990
Persistent link: https://www.econbiz.de/10005549097
Saved in:
47
REAL WAGES AND THE BUSINESS CYCLE.
SHEEN, J.
-
School of Economics, Faculty of Arts and Social Sciences
-
1990
Persistent link: https://www.econbiz.de/10005474788
Saved in:
48
RAPID GROWTH IN NICS IN ASIA: NEW GROWTH THEORY AND ITS LESSONS.
SENGUPTA, J.K.
-
1990
Persistent link: https://www.econbiz.de/10005478584
Saved in:
49
COMPETITIVE CREDIT MARKETS WITH MORAL HAZARD AND PERFECT SCREENING: THE INEFFICIENCY OF PROJECT SELECTION.
STRAND, J.
-
Økonomisk institutt, Universitetet i Oslo
-
1990
Persistent link: https://www.econbiz.de/10005652097
Saved in:
50
INCREASES IN RISK AND THE DEMAND FOR INSURANCE.
ALARIE, Y.
;
EECKHOUDT, L.
;
DIONNE, G.
-
Centre Interuniversitaire de Recherche en Économie …
-
1990
Persistent link: https://www.econbiz.de/10005729583
Saved in:
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