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Expected return, time-varying risk, and hedging demand in the US REITs market
Xiao, Zhongyi, (2014)
The CAPM and the calendar : empirical anomalies and the risk-return relationship
Cadsby, Charles Bram, (1992)
Evidence of the nonstationarity of the variance rate of return of New York stock exchange listed common stock
Callaway, Richard Edward, (1989)
Mean reversion and consumption smoothing
Black, Fischer, (1989)
Equilibrium exchange rate hedging
The pricing of commodity contracts
Black, Fischer, (1984)