Narrow search
Showing 1 - 10 of 20
Cover Image
Correlation risk, strings and asset prices
Mele, Antonio; Distaso, Walter; Vilkov, Grigory - 2019
Persistent link: https://www.econbiz.de/10012181112
Cover Image
Swing pricing and fragility in open-end mutual funds
Jin, Dunhong; Kacperczyk, Marcin; Kahraman, Bige; … - 2019
Persistent link: https://www.econbiz.de/10012182912
Cover Image
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019
Persistent link: https://www.econbiz.de/10012205777
Cover Image
The macroeconomics of hedging income shares
Grasso, Adriana; Passadore, Juan; Piguillem, Facundo - 2020
Persistent link: https://www.econbiz.de/10012219227
Cover Image
The real side of the high-volume return premium
Israeli, Doron; Kaniel, Ron; Sridharan, Suhas A. - 2020
Persistent link: https://www.econbiz.de/10012221698
Cover Image
Valuation risk revalued
De Groot, Oliver; Richter, Alexander W.; Throckmorton, … - 2020
Persistent link: https://www.econbiz.de/10012221708
Cover Image
Monetary policy and bubbles in new keynesian model with overlapping generations
Galí, Jordi - 2020
Persistent link: https://www.econbiz.de/10012229666
Cover Image
Can sticky portfolios explain international capital flows and asset prices?
Bacchetta, Philippe; Davenport, Margaret; Van Wincoop, Eric - 2021
Persistent link: https://www.econbiz.de/10013041015
Cover Image
What do interest rates reveal about the stock market? : a noisy rational expectations model of stock and bond markets
Breugem, Matthijs; Buss, Adrian; Peress, Joël - 2021
Persistent link: https://www.econbiz.de/10012433554
Cover Image
Dispersed information and asset prices
Albagli, Elias; Hellwig, Christian; Tsyvinski, Aleh - 2021
Persistent link: https://www.econbiz.de/10012406109