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Liquidity risk and the credit crunch of 2007-2008 : evidence from micro-level data on mortgage loan applications
Antoniades, Adonis - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 6, pp. 1795-1822
Persistent link: https://www.econbiz.de/10011654685
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Informational asymmetry and market imperfections : another solution to the equity premium puzzle
Zhou, Chunsheng - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 445-464
Persistent link: https://www.econbiz.de/10001436377
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A two-factor hazard rate model for pricing risky debt and the term structure of credit spreads
Madan, Dilip B.; Unal, Haluk - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001492484
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Differential information and security market equilibrium
Barry, Christopher Borden - In: Journal of financial and quantitative analysis : JFQA 20 (1985) 4, pp. 407-422
Persistent link: https://www.econbiz.de/10001007374
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Tests of an American option pricing model on the foreign currency options market
Bodurtha, James N. - In: Journal of financial and quantitative analysis : JFQA 22 (1987) 2, pp. 153-167
Persistent link: https://www.econbiz.de/10001025736
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Determining the number of priced state variables in the ICAPM
Fama, Eugene F. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 217-231
Persistent link: https://www.econbiz.de/10001246908
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The risk and return from factors
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 2, pp. 159-188
Persistent link: https://www.econbiz.de/10001246910
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Is foreign exchange risk priced in the Japanese stock market?
Choe, Chong-mu - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 361-382
Persistent link: https://www.econbiz.de/10001251499
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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A Bayesian approach to modeling stock return volatility for option valuation
Karolyi, G. Andrew - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10001160594