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Conditioning information and variance bounds on pricing kernels with higher-order moments : theory and evidence
Chabi-Yo, Fousseni - 2006
Persistent link: https://www.econbiz.de/10003387201
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Minimum-variance kernels, economic risk premia, and tests of multi-beta models
Balduzzi, Pierluigi; Robotti, Cesare - 2001
Persistent link: https://www.econbiz.de/10001630681
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Nutzung von Informationsineffizienzen für Zeitreihenprognosen zum Credit-Default-Swap-Markt
Bußmann, Philip - 2016
Persistent link: https://www.econbiz.de/10011454959
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Investor structure and the informational efficiency of commodity futures prices
Chen, Yu-Lun; Chang, Ya-Kai - In: International review of financial analysis 42 (2015), pp. 358-367
Persistent link: https://www.econbiz.de/10011573530
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Information efficiency premium can also explain expected stock returns : evidence from Karachi stock exchange
Fraz, Ahmad; Hassan, Arshad - In: The Pakistan development review : PDR 56 (2017), pp. 341-357
Persistent link: https://www.econbiz.de/10011964071
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Specification analysis of affine term structure models
Dai, Qiang; Singleton, Kenneth J. - 1997
Persistent link: https://www.econbiz.de/10000637523
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High-yield bonds : analysis and risk assessment
Altman, Edward I. (contributor);  … - 1990
Persistent link: https://www.econbiz.de/10000330114
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Asset pricing lessons for modeling business cycles
Boldrin, Michele - 1995
Persistent link: https://www.econbiz.de/10000928609
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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Where do betas come from? : asset price dynamics and the sources of systematic risk
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000860454