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Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010174652
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Sentiment and stock prices: The case of aviation disasters
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 95 (2010) 2, pp. 174-202
Persistent link: https://www.econbiz.de/10008350225
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Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Bakshi, Gurdip; Panayotov, George; Skoulakis, Georgios - In: Journal of financial economics 100 (2011) 3, pp. 475-496
Persistent link: https://www.econbiz.de/10008992555
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Deducing the Implications of Jump Models for the Structure of Stock Market Crashes, Rallies, Jump Arrival Rates, and Extremes
Bakshi, Gurdip; Madan, Dilip; Panayotov, George - In: Journal of business & economic statistics : JBES ; a … 28 (2010) 3, pp. 380-397
Persistent link: https://www.econbiz.de/10008434822
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Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip; Madan, Dilip; Panayotov, George - In: Journal of financial economics 97 (2010) 1, pp. 130-155
Persistent link: https://www.econbiz.de/10008412398
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First-passage probability, jump models, and intra-horizon risk
Bakshi, Gurdip; Panayotov, George - In: Journal of financial economics 95 (2010) 1, pp. 20-41
Persistent link: https://www.econbiz.de/10008881840
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The dynamics of emerging market equity flows
Bekaert, G.; Harvey, C.R.; Lumsdaine, R.L. - In: Journal of international money and finance 21 (2002) 3, pp. 295-350
Persistent link: https://www.econbiz.de/10006896085
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PRESENT VALUE RELATIONS, GRANGER NONCAUSALITY, AND VAR STABILITY
Fanelli, Luca; Baillie, R.T.; Bekaert, G.; Hodrick, R.; … - In: Econometric theory 23 (2007) 6, pp. 1254
Persistent link: https://www.econbiz.de/10007869208
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508
Persistent link: https://www.econbiz.de/10006500591
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Does financial liberalization spur growth?
Bekaert, Geert; Harvey, Campbell R.; Lundblad, Christian - In: Journal of financial economics 77 (2005) 1, pp. 3-56
Persistent link: https://www.econbiz.de/10006501315