Narrow search
Showing 1 - 10 of 48
Cover Image
EQUITY YIELDS
van Binsbergen, Jules H; Hueskes, Wouter; Koijen, Ralph; … - 2011
Persistent link: https://www.econbiz.de/10009800413
Cover Image
Saving and Investing Over the Life Cycle and the Role of Collective Pension Funds
Bovenberg, Lans; Koijen, Ralph; Nijman, Theo; Teulings, Coen - In: De economist : Netherlands economic review ; quarterly … 155 (2007) 4, pp. 347-416
Persistent link: https://www.econbiz.de/10007872215
Cover Image
On the Timing and Pricing of Dividends
van Binsbergen, Jules; Brandt, Michael; Koijen, Ralph - In: The American economic review 102 (2012) 4, pp. 1596-1619
Persistent link: https://www.econbiz.de/10009994019
Cover Image
HEALTH AND MORTALITY DELTA: ASSESSING THE WELFARE COST OF HOUSEHOLD INSURANCE CHOICE
Koijen, Ralph; Van Nieuwerburgh, Stijn; Yogo, Motohiro - 2011
Persistent link: https://www.econbiz.de/10009331467
Cover Image
Equilibrium stock return dynamics under alternative rules of learning about hidden states
Brandt, Michael W.; Zeng, Qi; Zhang, Lu - In: Journal of economic dynamics & control 28 (2004) 10, pp. 1925-1954
Persistent link: https://www.econbiz.de/10006756731
Cover Image
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
Brandt, Michael W.; Kang, Qiang - In: Journal of financial economics 72 (2004) 2, pp. 217-258
Persistent link: https://www.econbiz.de/10006504609
Cover Image
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.; Santa-Clara, Pedro - In: Journal of financial economics 63 (2002) 2, pp. 161-210
Persistent link: https://www.econbiz.de/10006510507
Cover Image
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
Brandt, Michael W.; Kavajecz, Kenneth A. - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2623-2654
Persistent link: https://www.econbiz.de/10006548889
Cover Image
Range-Based Estimation of Stochastic Volatility Models
Alizadeh, Sassan; Brandt, Michael W.; Diebold, Francis X. - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1047-1092
Persistent link: https://www.econbiz.de/10006559609
Cover Image
ARTICLES - Variable Selection for Portfolio Choice
Ait-Sahalia, Yacine; Brandt, Michael W. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1297-1350
Persistent link: https://www.econbiz.de/10006563789