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1
Financial contagion
risk
and the stochastic discount factor
Piccotti, Louis R.
- In:
Journal of banking & finance
77
(
2017
),
pp. 230-248
Persistent link: https://www.econbiz.de/10011814444
Saved in:
2
Macro-finance models with nonlinear dynamics
Dou, Winston Wei
;
Fang, Xiang
;
Lo, Andrew W.
;
Uhling, Harald
- In:
Annual review of financial economics
15
(
2023
),
pp. 407-432
Persistent link: https://www.econbiz.de/10014426342
Saved in:
3
Uncertainty and sentiments in asset prices
Berardi, Michele
- In:
Journal of economic behavior & organization : JEBO
202
(
2022
),
pp. 498-516
Persistent link: https://www.econbiz.de/10013552447
Saved in:
4
Asset pricing and ambiguity : empirical evidence
Brenner, Menachem
;
Izhakian, Yehuda
- In:
Journal of financial economics
130
(
2018
)
3
,
pp. 503-531
Persistent link: https://www.econbiz.de/10012051345
Saved in:
5
Arbitrage-free modeling under Knightian uncertainty
Burzoni, Matteo
;
Maggis, Marco
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 635-659
Persistent link: https://www.econbiz.de/10012321852
Saved in:
6
Valuing an investment project using no-arbitrage and the alpha-maxmin criteria : from Knightian uncertainty to
risk
Braouezec, Yann
;
Joliet, Robert
- In:
Economics letters
178
(
2019
),
pp. 111-115
Persistent link: https://www.econbiz.de/10012121654
Saved in:
7
Portfolio choices : comparative statics under both expected return and volatility uncertainty
Lin, Qian
;
Tian, Dejian
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 1027-1035
Persistent link: https://www.econbiz.de/10012515634
Saved in:
8
Modelling a complex world : improving macro-models
McKibbin, Warwick J.
;
Stoeckel, Andrew Baird
- In:
Oxford review of economic policy
34
(
2018
)
1/2
,
pp. 329-347
Persistent link: https://www.econbiz.de/10011953923
Saved in:
9
Firm heterogeneity, financial frictions and ambiguity
Carbonari, Lorenzo
;
Maurici, Filippo
- In:
Journal of economic dynamics & control
155
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014479691
Saved in:
10
Forecasting multiple-term structures from interbank rates
Lafuente, Juan Angel
;
Petit, Nuria
;
Serrano, Pedro
- In:
International review of financial analysis
57
(
2018
),
pp. 40-56
Persistent link: https://www.econbiz.de/10012006308
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