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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-209
Persistent link: https://www.econbiz.de/10009979029
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
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The conditional expected market return
Chabi-Yo, Fousseni; Loudis, Johnathan - In: Journal of financial economics 137 (2020) 3, pp. 752-786
Persistent link: https://www.econbiz.de/10012588362
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Multivariate crash risk
Chabi-Yo, Fousseni; Huggenberger, Markus; Weigert, Florian - In: Journal of financial economics 145 (2022) 1, pp. 129-153
Persistent link: https://www.econbiz.de/10013473731