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Term structure of risk under alternative econometric specifications
Guidolin, Massimo
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003163904
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2
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398866
Saved in:
3
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 285-308
Persistent link: https://www.econbiz.de/10003298584
Saved in:
4
Risky arbitrage strategies : optimal portfolio choice and economic implications
Liu, Jun
;
Van Reenen, John
;
Timmermann, Allan
-
2009
Persistent link: https://www.econbiz.de/10003830654
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Pettenuzzo, Davide
;
Gargano, Antonio
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010505306
Saved in:
6
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
-
2014
Persistent link: https://www.econbiz.de/10010409119
Saved in:
7
Investor information acquisition and money market fund risk rebalancing during the 2011-2012 Eurozone crisis
Gallagher, Emily A.
;
Schmidt, Lawrence
;
Timmermann, Allan
; …
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1445-1483
Persistent link: https://www.econbiz.de/10012198385
Saved in:
8
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
9
Have risk premia vanished?
Smith, Simon C.
;
Timmermann, Allan
-
2021
Persistent link: https://www.econbiz.de/10012508216
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10
Fluctuations in economic uncertainty and transmission of monetary policy shocks : evidence using daily surveys from Brazil
Burjack, Rafael
;
Qu, Ritong
;
Timmermann, Allan
-
2019
Persistent link: https://www.econbiz.de/10012203196
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