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AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS.
GARCIA, R.; PERRON, P. - Econometrics Research Program, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005776006
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MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT.
BONOMO, M.; GARCIA, R. - Bendheim Center for Finance, Department of Economics - 1990
Persistent link: https://www.econbiz.de/10005781212
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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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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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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
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Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio; Garcia, René - In: Journal of econometrics 170 (2012) 2, pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
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Nonparametric tail risk, stock returns and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, … - 2016
Persistent link: https://www.econbiz.de/10011458735
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Nonparametric tail risk, stock returns, and the macroeconomy
Almeida, Caio; Ardison, Kym; Garcia, René; Vicente, Jose - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 333-376
Persistent link: https://www.econbiz.de/10011987494
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Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Camponovo, Lorenzo; Scaillet, Olivier; Trojani, Fabio - In: Journal of financial econometrics : official journal of … 15 (2017) 3, pp. 377-387
Persistent link: https://www.econbiz.de/10011987504