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Peso problems : their theoretical and empirical implications

Evans, Martin D. D. - 1996

Persistent link: https://www.econbiz.de/10001320235

Expected returns, time-varying risk, and risk premia

Evans, Martin D. D. - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 655-679

Persistent link: https://www.econbiz.de/10001169034

A modern look at asset pricing and short-term interest rates

Evans, Martin D. D.; Wachtel, Paul - 1990

Persistent link: https://www.econbiz.de/10000784200

Peso problems : their theoretical and empirical implications

Evans, Martin D. D. - 1995

Persistent link: https://www.econbiz.de/10000914285

Interpreting the movements in short-term interest rates

Evans, Martin D. D. - In: The journal of business : B 65 (1992) 3, pp. 395-429

Persistent link: https://www.econbiz.de/10001128898

A Modern Look at Asset Pricing and Short-Term Interest Rates

Evans, Martin D. D.; Wachtel, Paul - 2021

This paper uses modern asset pricing theory to examine the behavior of short-term nominal interest rates over the past 25 years. The analysis investigates whether variation in the stochastic behavior of output and inflation can explain movements in the rate of interest. Our results reveal that...

Persistent link: https://www.econbiz.de/10013227862