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Nonlinearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi; Bertola, Giuseppe; Foresi, Silverio - 1992
Persistent link: https://www.econbiz.de/10000836582
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Non-linearities in asset prices and infrequent noise trading
Balduzzi, Pierluigi - 1993
Persistent link: https://www.econbiz.de/10013444306
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Money and asset price in a continuous-time Lucas and Stokey cash-in-advance economy
Balduzzi, Pierluigi - In: Journal of economic dynamics & control 31 (2007) 8, pp. 2713-2743
Persistent link: https://www.econbiz.de/10003499204
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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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Discrete-time models of bond pricing
Backus, David; Foresi, Silverio; Telmer, Chris I. - 1998
Persistent link: https://www.econbiz.de/10000998132
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Arbitrage opportunities in arbitrage-free models of bond pricing
Backus, David - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 1, pp. 13-26
Persistent link: https://www.econbiz.de/10001231059
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Essays on money and asset pricing
Foresi, Silverio - 1990
Persistent link: https://www.econbiz.de/10000848714
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The conditional distribution of excess returns : an empirical analysis
Foresi, Silverio; Peracchi, Franco - 1992
Persistent link: https://www.econbiz.de/10000851144
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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
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Risk premia and variance bounds
Balduzzi, Pierluigi - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 1913-1949
Persistent link: https://www.econbiz.de/10001232338