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~type_genre:"Book section"
~type_genre:"Aufsatz in Zeitschrift"
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ECONIS (ZBW)
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1
Indexation, staggering and disinflation
Bonomo, Marco Antonio
- In:
Journal of development economics
43
(
1994
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10001159769
Saved in:
2
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
Saved in:
3
Excess sensitivity and asymmetries in consumption : an empirical investigation
Garcia, René
- In:
Journal of money, credit and banking : JMCB
29
(
1997
)
2
,
pp. 154-176
Persistent link: https://www.econbiz.de/10001222920
Saved in:
4
An analysis of the real interest rate under regime shifts
Garcia, René
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10001202955
Saved in:
5
Consumption and equilibrium asset pricing : an empirical assessment
Bonomo, Marco Antonio
- In:
Journal of empirical finance
3
(
1996
)
3
,
pp. 239-265
Persistent link: https://www.econbiz.de/10001206314
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6
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
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7
Asymptotic null distribution of the likelihood ratio test in Markov switching models
Garcia, René
- In:
International economic review
39
(
1998
)
3
,
pp. 763-788
Persistent link: https://www.econbiz.de/10001247662
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8
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
Saved in:
9
The long and the short of the risk-return trade-off
Bonomo, Marco Antonio
;
Garcia, René
;
Meddahi, Nour
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 580-592
Persistent link: https://www.econbiz.de/10011499780
Saved in:
10
Assessing misspecified asset pricing models with empirical likelihood estimators
Almeida, Caio
;
Garcia, René
- In:
Journal of econometrics
170
(
2012
)
2
,
pp. 519-537
Persistent link: https://www.econbiz.de/10009686763
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