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Rare events and long-run risks
Barro, Robert J.
;
Jin, Tao
-
2016
Persistent link: https://www.econbiz.de/10011431579
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2
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
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2016
Persistent link: https://www.econbiz.de/10011540476
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How crashes develop : intradaily
volatility
and crash evolution
Bates, David S.
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2016
Persistent link: https://www.econbiz.de/10011451109
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4
Levered returns
Welch, Ivo
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2016
Persistent link: https://www.econbiz.de/10011460520
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Comovement revisited
Chen, Honghui
;
Singal, Vijay
;
Whitelaw, Robert F.
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2015
Persistent link: https://www.econbiz.de/10011300787
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Understanding defensive equity
Novy-Marx, Robert
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2014
Persistent link: https://www.econbiz.de/10010431331
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7
The joint cross section of stocks and options
An, Byeong-je
;
Ang, Andrew
;
Bali, Turan G.
;
Cakici, Nusret
-
2013
Persistent link: https://www.econbiz.de/10010210735
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8
The risky capital of emerging markets
David, Joel M.
;
Henriksen, Espen
;
Simonovska, Ina
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2014
Persistent link: https://www.econbiz.de/10010468823
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Dissecting characteristics nonparametrically
Freyberger, Joachim
;
Neuhierl, Andreas
;
Weber, Michael
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2017
Persistent link: https://www.econbiz.de/10011634681
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World
asset markets and the global financial cycle
Miranda-Agrippino, Silvia
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Rey, Hélène
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2015
Persistent link: https://www.econbiz.de/10011420369
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