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A Bayesian midas approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2014
Persistent link: https://www.econbiz.de/10010416812
Saved in:
2
A MIDAS approach to modeling first and second moment dynamics
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 315-334
Persistent link: https://www.econbiz.de/10011704952
Saved in:
3
Comparing securitized and balance sheet loans : size matters
Ghent, Andra C.
;
Valkanov, Rossen I.
- In:
Management science : journal of the Institute for …
62
(
2016
)
10
,
pp. 2784-2803
Persistent link: https://www.econbiz.de/10011591725
Saved in:
4
Why invest in emerging markets? : the role of conditional return asymmetry
Ghysels, Eric
;
Plazzi, Alberto
;
Valkanov, Rossen I.
- In:
The journal of finance : the journal of the American …
71
(
2016
)
5
,
pp. 2145-2192
Persistent link: https://www.econbiz.de/10011561956
Saved in:
5
Complexity in structured finance
Ghent, Andra C.
;
Torous, Walter N.
;
Valkanov, Rossen I.
- In:
The review of economic studies : RES
86
(
2019
)
2
,
pp. 694-722
Persistent link: https://www.econbiz.de/10012109382
Saved in:
6
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
Saved in:
7
The mortgage-cash premium puzzle
Reher, Michael
;
Valkanov, Rossen I.
- In:
The journal of finance : the journal of the American …
79
(
2024
)
5
,
pp. 3149-3201
Persistent link: https://www.econbiz.de/10015120838
Saved in:
8
State variables, macroeconomic activity, and the cross section of individual stocks
Boons, Martijn
- In:
Journal of financial economics
119
(
2016
)
3
,
pp. 489-511
Persistent link: https://www.econbiz.de/10011589914
Saved in:
9
Dynamic asset (mis)pricing : build-up versus resolution anomalies
Binsbergen, Jules H. van
;
Boons, Martijn
;
Opp, Christian
; …
- In:
Journal of financial economics
147
(
2023
)
2
,
pp. 406-431
Persistent link: https://www.econbiz.de/10013549854
Saved in:
10
Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
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