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The review of financial studies
NBER working paper series
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1
Generalized disappointment aversion, long-run volatility risk, and asset prices
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
The review of financial studies
24
(
2011
)
1
,
pp. 82-122
Persistent link: https://www.econbiz.de/10008909444
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2
Bond liquidity premia
Fontaine, Jean-Sébastien
;
Garcia, René
- In:
The review of financial studies
25
(
2012
)
4
,
pp. 1207-1254
Persistent link: https://www.econbiz.de/10009520088
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3
State dependence can explain the risk aversion puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1011
Persistent link: https://www.econbiz.de/10003716673
Saved in:
4
Macro factors in bond risk premia
Ludvigson, Sydney C.
;
Ng, Serena
- In:
The review of financial studies
22
(
2009
)
12
,
pp. 5027-5067
Persistent link: https://www.econbiz.de/10003916308
Saved in:
5
Bond Liquidity Premia
Fontaine, Jean-Sébastien
;
Garcia, René
- In:
The review of financial studies
25
(
2012
)
4
,
pp. 1207-1207
Persistent link: https://www.econbiz.de/10009841957
Saved in:
6
State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2013
)
2
,
pp. 973-972
Persistent link: https://www.econbiz.de/10010113669
Saved in:
7
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco
;
Garcia, René
;
Meddahi, Nour
;
Tédongap, …
- In:
The review of financial studies
24
(
2013
)
1
,
pp. 82-81
Persistent link: https://www.econbiz.de/10010113712
Saved in:
8
Bond Liquidity Premia
Fontaine, Jean-Sébastien
;
Garcia, René
- In:
The review of financial studies
25
(
2013
)
4
,
pp. 1207-1206
Persistent link: https://www.econbiz.de/10010114175
Saved in:
9
State Dependence Can Explain the Risk Aversion Puzzle
Chabi-Yo, Fousseni
;
Garcia, René
;
Renault, Eric
- In:
The review of financial studies
21
(
2008
)
2
,
pp. 973-1012
Persistent link: https://www.econbiz.de/10007984217
Saved in:
10
Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices
Bonomo, Marco
;
Garcia, René
;
Meddahi, Nour
;
Tédongap, …
- In:
The review of financial studies
24
(
2010
)
1
,
pp. 82-82
Persistent link: https://www.econbiz.de/10008762314
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