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type_genre:"Working Paper"
institution:"Institute of Finance and Accounting <London>"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
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Kapitaleinkommen
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Institute of Finance and Accounting <London>
Rodney L. White Center for Financial Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
12
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9
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European University Institute / Department of Economics
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Internationaler Währungsfonds / Research Department
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Svenska Handelshögskolan <Helsinki>
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Erasmus Research Institute of Management
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Ekonomiska forskningsinstitutet <Stockholm>
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Using yield spreads to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001996452
Saved in:
2
Forecast dispersion and the cross-section of expected returns
Johnson, Timothy C.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001778923
Saved in:
3
Using yield spread to estimate expected returns on debt and equity
Cooper, Ian
(
contributor
);
Davydenko, Sergei A.
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001845238
Saved in:
4
Volatility, momentum, and time-varying skewness in foreign exchange returns
Johnson, Timothy C.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700601
Saved in:
5
Return dynamics when persistence is unobservable
Johnson, Timothy C.
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700337
Saved in:
6
The price of a smile : hedging and spanning in option markets
Buraschi, Andrea
(
contributor
); …
-
1999
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700533
Saved in:
7
Exchange rate volatility and international trade : a general equilibrium analysis
Sercu, Piet
(
contributor
);
Uppal, Raman
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777045
Saved in:
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