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The reduced-rank beta in linear stochastic discount factor models
Sun, Yang; Zhang, Xuan; Zhang, Zhekai - In: International review of financial analysis 84 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013472971
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Asymmetric impact of oil price shocks on inflation : evidence from quantile-on-quantile regression
Ge, Zhenyu; Sun, Yang - In: International review of financial analysis 92 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014492392