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Biases in Long-Horizon Predict...
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ECONIS (ZBW)
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1
Long-horizon predictability : a cautionary tale
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Financial analysts journal : FAJ
75
(
2019
)
1
,
pp. 17-30
Persistent link: https://www.econbiz.de/10012195838
Saved in:
2
Biases in long-horizon predictive regressions
Boudoukh, Jacob
;
Israel, Ronen
;
Richardson, Matthew
- In:
Journal of financial economics
145
(
2022
)
3
,
pp. 937-969
Persistent link: https://www.econbiz.de/10013475444
Saved in:
3
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
Saved in:
4
Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
- In:
Emerging market capital flows : proceedings of a …
,
(pp. 307-317)
.
1998
Persistent link: https://www.econbiz.de/10001395758
Saved in:
5
Ex ante bond return and the yield curve
Boudoukh, Jacob
;
Richardson, Matthew
;
Smith, Tom
; …
-
1996
Persistent link: https://www.econbiz.de/10000949882
Saved in:
6
A multifactor, nonlinear, continuous-time model of interest rate volatility
Boudoukh, Jacob
;
Richardson, Matthew
;
Stanton, Richard
; …
-
1999
Persistent link: https://www.econbiz.de/10001394312
Saved in:
7
Behavioralize this! : International evidence on autocorrelation patterns of stock index and features return
Ahn, Dong-Hyun
;
Boudoukh, Jacob
;
Richardson, Matthew
; …
-
1999
Persistent link: https://www.econbiz.de/10001394327
Saved in:
8
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
Saved in:
9
Stock returns and inflation : a long-horizon perspective
Boudoukh, Jacob
- In:
The American economic review
83
(
1993
)
5
,
pp. 1346-1355
Persistent link: https://www.econbiz.de/10001154963
Saved in:
10
A tale of three schools : insights on autocorrelations of short-horizon stock returns
Boudoukh, Jacob
- In:
The review of financial studies
7
(
1994
)
3
,
pp. 539-573
Persistent link: https://www.econbiz.de/10001169079
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