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The predictive power of dividend yields for future infl‡ation : money illusion or rational causes?
Engsted, Tom; Pedersen, Thomas Q. - 2016
Persistent link: https://www.econbiz.de/10011474702
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Bond risk premiums at the zero lower bound
Andreasen, Martin Møller; Jørgensen, Kasper; Meldrum, … - 2019
Persistent link: https://www.econbiz.de/10012063987
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Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller - 2019
Persistent link: https://www.econbiz.de/10012063989
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Option valuation with volatility components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir; Christoffersen, Peter F.; Heston, … - 2015
Persistent link: https://www.econbiz.de/10011398641
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Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - 2017
Persistent link: https://www.econbiz.de/10011624137
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Oil volatility risk and expected stock returns
Christoffersen, Peter F.; Pan, Xuhui - 2015
Persistent link: https://www.econbiz.de/10010499508
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Tail risk premia and return predictability
Bollerslev, Tim; Todorov, Viktor; Xu, Lai - 2014
Persistent link: https://www.econbiz.de/10010442441
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim; Li, Sophia Zhengzi; Todorov, Viktor - 2014
Persistent link: https://www.econbiz.de/10010442477
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International sign predictability of stock returns : the role of the United States
Nyberg, Henri; Pönkä, Harri - 2015
Persistent link: https://www.econbiz.de/10010529457
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Long- and short-run components of factor betas : implications for equity pricing
Asgharian, Hossein; Christiansen, Charlotte; Hou, Ai Jun; … - 2017
Persistent link: https://www.econbiz.de/10011750336