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An equilibrium model of nomina...
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41
Essays in equilibrium asset pricing
Boudoukh, Jacob
-
1991
Persistent link: https://www.econbiz.de/10000870842
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42
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:
43
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:
44
Liquidity as a choice variable : a lesson from the Japanese government bond market
Boudoukh, Jacob
- In:
The review of financial studies
6
(
1993
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10001149987
Saved in:
45
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:
46
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:
47
Nonlinearities in the relation between the equity risk premium and the term structure
Boudoukh, Jacob
- In:
Management science : journal of the Institute for …
43
(
1997
)
3
,
pp. 371-385
Persistent link: https://www.econbiz.de/10001216565
Saved in:
48
The benchmark effect in the Japanese Government bond market
Boudoukh, Jacob
- In:
The journal of fixed income
1
(
1991
)
2
,
pp. 52-59
Persistent link: https://www.econbiz.de/10001112218
Saved in:
49
Understanding market, credit, and operational risk : the value at risk approach
Allen, Linda
;
Boudoukh, Jacob
;
Saunders, Anthony
-
2004
Persistent link: https://www.econbiz.de/10001780395
Saved in:
50
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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