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~institution:"Federal Reserve Bank of San Francisco"
~person:"Duffee, Greg"
~type_genre:"Working Paper"
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Duffee, Greg
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13
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10
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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg
(
contributor
)
-
2001
-
[Elektronische Ressource]
, we can spin stories about this negative skewness (e.g., risk aversion), but the
economics
that underlie the negative …
Persistent link: https://www.econbiz.de/10001577854
Saved in:
2
Term premia and interest rate forecasts in affine models
Duffee, Greg
(
contributor
)
-
2000
-
[Elektronische Ressource]
yields (and thus poor forecasts of future bond prices), it is unlikely that the model can shed light on the
economics
…
Persistent link: https://www.econbiz.de/10001577848
Saved in:
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