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The conditional CAPM and the c...
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382
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34
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23
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22
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22
Boyd, John H.
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101
Effects of insider trading disclosures on speculative activity and future prices
Jagannathan, Ravi
- In:
Economic inquiry : journal of the Western Economic …
27
(
1989
)
3
,
pp. 411-430
Persistent link: https://www.econbiz.de/10001084009
Saved in:
102
Price stability and futures trading in commodities
Chari, Varadarajan V.
- In:
The quarterly journal of economics
105
(
1990
)
2
,
pp. 527-534
Persistent link: https://www.econbiz.de/10001092012
Saved in:
103
The CAPM debate
Jagannathan, Ravi
- In:
Federal Reserve Bank of Minneapolis quarterly review
19
(
1995
)
4
,
pp. 2-17
Persistent link: https://www.econbiz.de/10001201900
Saved in:
104
Ex-day behavior of Japanese stock prices : new insights from new methodology
Hayashi, Fumio
- In:
NIRA research output
5
(
1992
)
4
,
pp. 37-52
Persistent link: https://www.econbiz.de/10001139834
Saved in:
105
The declining U.S. equity premium
Jagannathan, Ravi
;
McGrattan, Ellen R.
;
Scherbina, Anna
-
2001
Persistent link: https://www.econbiz.de/10001567350
Saved in:
106
The declining US equity premium
Jagannathan, Ravi
;
McGrattan, Ellen R.
;
Scherbina, Anna
- In:
Federal Reserve Bank of Minneapolis quarterly review
24
(
2000
)
3
,
pp. 3-19
Persistent link: https://www.econbiz.de/10001570585
Saved in:
107
An evaluation of multi-factor CIR models using LIBOR, swap rates, and cap and swaption prices
Jagannathan, Ravi
;
Kaplin, Andrew
;
Sun, Steve
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 113-146
Persistent link: https://www.econbiz.de/10001772145
Saved in:
108
Risk reduction in large portfolios : why imposing the wrong constraints helps
Jagannathan, Ravi
;
Ma, Tongshu
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1651-1684
Persistent link: https://www.econbiz.de/10001781173
Saved in:
109
Ex-dividend price behavior of common stocks
Boyd, John H.
;
Jagannathan, Ravi
-
1994
Persistent link: https://www.econbiz.de/10000893109
Saved in:
110
Ex-dividend price behavior of common stocks
Boyd, John H.
- In:
The review of financial studies
7
(
1994
)
4
,
pp. 711-741
Persistent link: https://www.econbiz.de/10001174800
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