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Chabi-Yo, Fousseni
8
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7
Croce, Mariano M
3
Cogley, Timothy
2
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2
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2
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The review of financial studies
4
Journal of money, credit and banking : JMCB
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The American economic review
2
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OLC EcoSci
ECONIS (ZBW)
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1
Testing and Valuing Dynamic Correlations for Asset Allocation
Engle, Robert
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238
Persistent link: https://www.econbiz.de/10008222681
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2
The Short and Long Run Benefits of Financial Integration
Colacito, Riccardo
;
Croce, Mariano M
- In:
The American economic review
100
(
2010
)
2
,
pp. 527-532
Persistent link: https://www.econbiz.de/10008426280
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3
Benefits from U.S. Monetary Policy Experimentation in the Days of Samuelson and Solow and Lucas
Cogley, Timothy
;
Colacito, Riccardo
;
Sargent, Thomasj
- In:
Journal of money, credit and banking : JMCB
39
(
2007
)
1
,
pp. 67-100
Persistent link: https://www.econbiz.de/10007590837
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4
Robustness and U.S. Monetary Policy Experimentation
Cogley, Timothy
;
Colacito, Riccardo
;
Hansen, Larspeter
; …
- In:
Journal of money, credit and banking : JMCB
40
(
2008
)
8
,
pp. 1599-1624
Persistent link: https://www.econbiz.de/10008148217
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5
International Robust Disagreement
Colacito, Riccardo
;
Croce, Mariano M
- In:
The American economic review
102
(
2012
)
3
,
pp. 152-156
Persistent link: https://www.econbiz.de/10009986281
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6
A component model for dynamic correlations
Colacito, Riccardo
;
Engle, Robert F.
;
Ghysels, Eric
- In:
Journal of econometrics
164
(
2011
)
1
,
pp. 45-60
Persistent link: https://www.econbiz.de/10009178483
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7
Risks for the Long Run and the Real Exchange Rate
Colacito, Riccardo
;
Croce, Mariano M
- In:
Journal of political economy
119
(
2011
)
1
,
pp. 153-153
Persistent link: https://www.econbiz.de/10008997087
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8
Pricing Kernels with Stochastic Skewness and Volatility Risk
Chabi-Yo, Fousseni
- In:
Management science : journal of the Institute for …
58
(
2012
)
3
,
pp. 624-641
Persistent link: https://www.econbiz.de/10009842796
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9
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
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10
Conditioning Information and Variance Bounds on Pricing Kernels with Higher- Order Moments: Theory and Evidence
Chabi-Yo, Fousseni
- In:
The review of financial studies
21
(
2013
)
1
,
pp. 181-180
Persistent link: https://www.econbiz.de/10010113678
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