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Intermeeting rate cuts as a response to rare disasters
Miller, David S. - 2020
Persistent link: https://www.econbiz.de/10012389445
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Linear factor models and the estimation of expected returns
Sarisoy, Cisil; Goeij, Peter de; Werker, Bas J. M. - 2024
Persistent link: https://www.econbiz.de/10015053943
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Estimating the price of default risk
Duffee, Greg - 1996
Persistent link: https://www.econbiz.de/10000946480
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Consumption and asset prices with recursive preferences
Fisher, Mark - 1998
Persistent link: https://www.econbiz.de/10000995876
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Solving an empirical puzzle in the capital asset pricing model
Leusner, John H.; Akhavein, Jalal D.; Swamy, Paravastu … - 1996
Persistent link: https://www.econbiz.de/10000937925
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Estimates of the term premium on near-dated federal funds futures contracts
Durham, J. Benson - 2003
Persistent link: https://www.econbiz.de/10001770320
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Quantitative monetary easing and risk in financial asset markets
Kimura, Takeshi (contributor); Small, David H. (contributor) - 2004
-grade corporate bonds. These results are consistent with a CAPM framework in which business-cycle risk importantly affects risk …
Persistent link: https://www.econbiz.de/10002365254
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Quantitative monetary easing and risk in financial asset markets
Kimura, Takeshi; Small, David H. - 2004
Persistent link: https://www.econbiz.de/10002368588
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Default clustering risk premium and its cross-market asset pricing implications
Byun, Kiwoong; Kim, Baeho; Oh, Dong Hwan - 2023
Persistent link: https://www.econbiz.de/10014377671
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"Good" inflation, "bad" inflation : implications for risky asset prices
Bonelli, Diego; Palazzo, Berardino; Yamarthy, Ram S. - 2025
Persistent link: https://www.econbiz.de/10015271346