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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach

Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1995

Persistent link: https://www.econbiz.de/10001442054

Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach

Boudoukh, Jacob; Whitelaw, Robert F.; Richardson, Matthew; … - In: The review of financial studies 10 (1997) 2, pp. 405-446

Persistent link: https://www.econbiz.de/10001220576

Is the "ex ante" risk premium always positive? : A new approach to testing conditional asset pricing models

Boudoukh, Jacob - In: Journal of financial economics 34 (1993) 3, pp. 387-408

Persistent link: https://www.econbiz.de/10001153606

On the importance of measuring payout yield : implications for empirical asset pricing

Boudoukh, Jacob; Michaely, Roni; Richardson, Matthew; … - 2004

Persistent link: https://www.econbiz.de/10002172051

On the importance of measuring payout yield : implications for empirical asset pricing

Boudoukh, Jacob; Michaely, Roni; Richardson, Matthew; … - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 877-915

Persistent link: https://www.econbiz.de/10003445122

On the Importance of Measuring Payout Yield : Implications for Empirical Asset Pricing

Boudoukh, Jacob - 2004

Previous research showed that the dividend price ratio process changed remarkably during the 1980's and 1990's, but that the total payout ratio (dividends plus repurchases over price) changed very little. We investigate implications of this difference for asset pricing models. In particular, the...

Persistent link: https://www.econbiz.de/10012468042