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Risk premiums in asset prices and returns : a comment on R.T. Baillie, "Econometric tests of rationality and market efficiency"
Backus, David K.; Gregory, Allan W. - 1988
Persistent link: https://www.econbiz.de/10000125030
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Accounting for forward rates in markets for foreign currency
Backus, David; Gregory, Allan W.; Telmer, Chris I. - 1990 - rev.
Persistent link: https://www.econbiz.de/10000129403
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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Theoretical relations between risk premiums and conditional variances
Backus, David - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 177-185
Persistent link: https://www.econbiz.de/10001142128
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Calibration as testing : type I error in the equity premium puzzle
Gregory, Allan W.; Smith, Gregor W. - 1988
Persistent link: https://www.econbiz.de/10000125028
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The term structure of interest rates : departures from time-separable expected utility
Gregory, Allan W.; Voss, Graham M. - 1990
Persistent link: https://www.econbiz.de/10000129405
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The term structure of interest rates : departures from time-separable expected utility
Gregory, Allan W. - In: The Canadian journal of economics 24 (1991) 4, pp. 923-939
Persistent link: https://www.econbiz.de/10001118495
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Sampling variability in Hansen-Jagannathan bounds
Gregory, Allan W. - In: Economics letters 38 (1992) 3, pp. 263-267
Persistent link: https://www.econbiz.de/10001123559
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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000676547
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David; Foresi, Silverio; Zin, Stanley E. - 1996
Persistent link: https://www.econbiz.de/10000593360