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1
Macroeconomic risk and idiosyncratic risk-taking
Chen, Zhiyao
;
Strebulaev, Ilya A.
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1148-1187
Persistent link: https://www.econbiz.de/10012033536
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2
What drives the value premium? : the role of asset risk and leverage
Choi, Jaewon
- In:
The review of financial studies
26
(
2013
)
11
,
pp. 2845-2875
Persistent link: https://www.econbiz.de/10010225888
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3
The collateralizability premium
Ai, Hengjie
;
Li, Jun E.
;
Li, Kai
;
Schlag, Christian
- In:
The review of financial studies
33
(
2020
)
12
,
pp. 5821-5855
Persistent link: https://www.econbiz.de/10012387492
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4
Asset pricing with fading memory
Nagel, Stefan
;
Xu, Zhengyang
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2190-2245
Persistent link: https://www.econbiz.de/10013188954
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5
Trendy business cycles and asset prices
Davis, Jesse
;
Segal, Gill
- In:
The review of financial studies
36
(
2023
)
6
,
pp. 2509-2570
Persistent link: https://www.econbiz.de/10014320679
Saved in:
6
Estimating the price of default risk
Duffee, Gregory R.
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 197-226
Persistent link: https://www.econbiz.de/10001353481
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7
The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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8
Do long-term swings in the dollar affect estimates of the risk premia?
Evans, Martin D. D.
- In:
The review of financial studies
8
(
1995
)
3
,
pp. 709-742
Persistent link: https://www.econbiz.de/10001188917
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9
How risky is consumption in the long-run? : benchmark estimates from a robust estimator
Dew-Becker, Ian
- In:
The review of financial studies
30
(
2017
)
2
,
pp. 631-666
Persistent link: https://www.econbiz.de/10011746290
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10
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
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