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Factor model forecasts of exch...
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CAPM
Theorie
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171
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115
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114
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113
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113
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Engel, Charles
21
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18
Cecchetti, Stephen G.
14
Rodrigues, Anthony P.
14
Lam, Pok-sang
13
Frankel, Jeffrey A.
8
Froot, Kenneth
4
Froot, Kenneth A.
3
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Bodurtha, James N.
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ECONIS (ZBW)
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1
Time-varying betas and risk premia in the pricing of forward foreign exchange contracts
Mark, Nelson C.
- In:
Journal of financial economics
2
(
1988
),
pp. 335-354
Persistent link: https://www.econbiz.de/10001061826
Saved in:
2
The equity premium and the risk free rate : matching the moments
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1991
Persistent link: https://www.econbiz.de/10000817539
Saved in:
3
Rethinking deviations from uncovered interest parity : the role of covariance risk and noise
Mark, Nelson C.
- In:
The economic journal : the journal of the Royal …
108
(
1998
)
451
,
pp. 1686-1706
Persistent link: https://www.econbiz.de/10001254286
Saved in:
4
Testing the CAPM with time-varying risks and returns
Bodurtha, James N.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1485-1505
Persistent link: https://www.econbiz.de/10001112558
Saved in:
5
Evaluating empirical tests of asset pricing models : alternative interpretations
Cecchetti, Stephen G.
- In:
The American economic review
80
(
1990
)
2
,
pp. 48-51
Persistent link: https://www.econbiz.de/10001085517
Saved in:
6
Mean reversion in equilibrium asset prices
Cecchetti, Stephen G.
- In:
The American economic review
80
(
1990
)
3
,
pp. 398-418
Persistent link: https://www.econbiz.de/10001087993
Saved in:
7
The equity premium and the risk-free rate : matching the moments
Cecchetti, Stephen G.
- In:
Journal of monetary economics
31
(
1993
)
1
,
pp. 21-45
Persistent link: https://www.econbiz.de/10001140293
Saved in:
8
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
- In:
The American economic review
90
(
2000
)
4
,
pp. 787-805
Persistent link: https://www.econbiz.de/10001521099
Saved in:
9
Testing volatility restrictions on intertemporal marginal rates of substitution implied by Euler equations and asset returns
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1992
Persistent link: https://www.econbiz.de/10000843094
Saved in:
10
Asset pricing with distorted beliefs : are equity returns too good to be true?
Cecchetti, Stephen G.
;
Lam, Pok-sang
;
Mark, Nelson C.
-
1998
Persistent link: https://www.econbiz.de/10000652227
Saved in:
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