2

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Year:
2004
Language:
english
File:
PDF, 186 KB
english, 2004
4

Volatility, the Macroeconomy, and Asset Prices

Year:
2014
Language:
english
File:
PDF, 1.05 MB
english, 2014
10

Consumption, Dividends, and the Cross Section of Equity Returns

Year:
2005
Language:
english
File:
PDF, 219 KB
english, 2005
14

Cointegration and Long-Run Asset Allocation

Year:
2011
Language:
english
File:
PDF, 254 KB
english, 2011
16

Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Year:
2004
Language:
english
File:
PDF, 3.40 MB
english, 2004
17

An Empirical Evaluation of the Long-Run Risks Model for Asset Prices

Year:
2012
Language:
english
File:
PDF, 268 KB
english, 2012
27

Term Structure of Interest Rates with Regime Shifts

Year:
2002
Language:
english
File:
PDF, 763 KB
english, 2002
33

Cointegration and Consumption Risks in Asset Returns

Year:
2009
Language:
english
File:
PDF, 455 KB
english, 2009
35

Confidence Risk and Asset Prices

Year:
2010
Language:
english
File:
PDF, 111 KB
english, 2010
40

Long Run Risks, the Macroeconomy, and Asset Prices

Year:
2010
Language:
english
File:
PDF, 113 KB
english, 2010
42

Term Structure of Interest Rates with Regime Shifts

Year:
2002
Language:
english
File:
PDF, 1.00 MB
english, 2002
45

A New Approach to International Arbitrage Pricing

Year:
1993
Language:
english
File:
PDF, 755 KB
english, 1993
46

No Arbitrage and Arbitrage Pricing: A New Approach

Year:
1993
Language:
english
File:
PDF, 4.07 MB
english, 1993
50

Risk Preferences and the Macroeconomic Announcement Premium

Year:
2018
Language:
english
File:
PDF, 465 KB
english, 2018