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Risk aversion, intertemporal substitution, and option pricing
Garcia, René; Renault, Eric - 1998
Persistent link: https://www.econbiz.de/10000984192
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Indexation, staggering and disinflation
Bonomo, Marco Antonio - In: Journal of development economics 43 (1994) 1, pp. 39-58
Persistent link: https://www.econbiz.de/10001159769
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Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio - In: Journal of applied econometrics 9 (1994) 1, pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
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Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René - In: Journal of money, credit and banking : JMCB 29 (1997) 2, pp. 154-176
Persistent link: https://www.econbiz.de/10001222920
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An analysis of the real interest rate under regime shifts
Garcia, René - In: The review of economics and statistics 78 (1996) 1, pp. 111-125
Persistent link: https://www.econbiz.de/10001202955
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Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio - In: Journal of empirical finance 3 (1996) 3, pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
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Structural change and asset pricing in emerging markets
Garcia, René - In: Journal of international money and finance 17 (1998) 3, pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René - In: International economic review 39 (1998) 3, pp. 763-788
Persistent link: https://www.econbiz.de/10001247662
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A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René - In: Mathematical finance : an international journal of … 8 (1998) 2, pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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The long and the short of the risk-return trade-off
Bonomo, Marco Antonio; Garcia, René; Meddahi, Nour; … - In: Journal of econometrics 187 (2015) 2, pp. 580-592
Persistent link: https://www.econbiz.de/10011499780