Volume 11; Issue 4

Journal of Financial Econometrics

Volume 11; Issue 4

1

What Determines Protection of Property Rights? An Analysis of Direct and Indirect Effects

Ayyagari, M., Demirguc-Kunt, A., Maksimovic, V.

Journal:

Journal of Financial Econometrics

Year:

2013

Language:

english

File:

PDF, 614 KB

english, 2013

2

Testing for Linear and Nonlinear Predictability of Stock Returns

Lanne, M., Meitz, M., Saikkonen, P.

Journal:

Journal of Financial Econometrics

Year:

2013

Language:

english

File:

PDF, 256 KB

english, 2013

3

JFEC Invited Paper: Gaussian Macro-Finance Term Structure Models with Lags

Joslin, S., Le, A., Singleton, K. J.

Journal:

Journal of Financial Econometrics

Year:

2013

Language:

english

File:

PDF, 884 KB

english, 2013

4

Volatility Threshold Dynamic Conditional Correlations: An International Analysis

Kasch, M., Caporin, M.

Journal:

Journal of Financial Econometrics

Year:

2013

Language:

english

File:

PDF, 806 KB

english, 2013

5

Risk-neutral Modeling with Affine and Nonaffine Models

Journal:

Journal of Financial Econometrics

Year:

2013

Language:

english

File:

PDF, 1.89 MB

english, 2013