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The Flight to Safety and International Risk Sharing.
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- American Economic Review, 2024, v. 114, n. 6, p. 1650, doi. 10.1257/aer.20211319
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- Article
The sensitivity of risk premiums to the elasticity of intertemporal substitution.
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- Financial Management (Wiley-Blackwell), 2024, v. 53, n. 2, p. 353, doi. 10.1111/fima.12447
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- Article
High Discounts and Low Fundamental Surplus: An Equivalence Result for Unemployment Fluctuations.
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- Management Science, 2024, v. 70, n. 6, p. 4051, doi. 10.1287/mnsc.2022.03712
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- Article
Do Financial Markets Respond to Populist Rhetoric?
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- Oxford Bulletin of Economics & Statistics, 2024, v. 86, n. 3, p. 541, doi. 10.1111/obes.12591
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- Article
Operating Leverage and Stock Returns under Different Aggregate Funding Conditions.
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- Accounting Review, 2024, v. 99, n. 3, p. 169, doi. 10.2308/TAR-2022-0051
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- Article
CBI-time-changed Lévy processes for multi-currency modeling.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 127, doi. 10.1007/s10479-022-04982-z
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- Article
XVA modelling: validation, performance and model risk management.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 183, doi. 10.1007/s10479-023-05323-4
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- Article
Commodity Asian option pricing and simulation in a 4-factor model with jump clusters.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 275, doi. 10.1007/s10479-022-05152-x
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- Article
A Stackelberg order execution game.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 571, doi. 10.1007/s10479-022-05120-5
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- Article
Implied value-at-risk and model-free simulation.
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- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 925, doi. 10.1007/s10479-022-05048-w
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- Article
Can financial uncertainty forecast aggregate stock market returns?
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- Financial Markets, Institutions & Instruments, 2024, v. 33, n. 2, p. 91, doi. 10.1111/fmii.12187
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- Article
Multicountry Time-Varying Taylor Rule: Modeling Unconventional Monetary Policies and Bond Premiums.
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- International Advances in Economic Research, 2024, v. 30, n. 2, p. 135, doi. 10.1007/s11294-024-09897-y
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- Article
Inferring Aggregate Market Expectations from the Cross Section of Stock Prices.
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 3, p. 1064, doi. 10.1017/S0022109023000455
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- Article
Elective Surgery Sequencing and Scheduling Under Uncertainty.
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- M&SOM: Manufacturing & Service Operations Management, 2024, v. 26, n. 3, p. 893, doi. 10.1287/msom.2022.0029
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- Article
Yield curve momentum.
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- Review of Finance, 2024, v. 28, n. 3, p. 805, doi. 10.1093/rof/rfae003
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- Article
Common risk factors in cross-sectional FX options returns.
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- Review of Finance, 2024, v. 28, n. 3, p. 897, doi. 10.1093/rof/rfae002
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- Article
GLOBAL PATTERNS AND EXTREME EVENTS IN SOVEREIGN RISK PREMIA: A FUZZY VS DEEP LEARNING COMPARATIVE.
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- Technological & Economic Development of Economy, 2024, v. 30, n. 3, p. 753, doi. 10.3846/tede.2024.20488
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- Article
Investigating the Sensitivity of the Size Premium.
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- Value Examiner, 2024, p. 16
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- Article
Inequality in economic shock exposures across the global firm-level supply network.
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- Nature Communications, 2024, v. 15, n. 1, p. 1, doi. 10.1038/s41467-024-46126-w
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- Article
An integrated assessment model of the impacts of agricultural intensification: Trade‐offs between economic benefits and water quality under uncertainty.
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- Australian Journal of Agricultural & Resource Economics, 2024, v. 68, n. 2, p. 315, doi. 10.1111/1467-8489.12555
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- Article
Holding the economy by the tail: analysis of short- and long-run macroeconomic risks.
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- Empirical Economics, 2024, v. 66, n. 4, p. 1443, doi. 10.1007/s00181-023-02514-7
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- Article
Can Climate Shocks Make Vulnerable Subjects More Willing to Take Risks?
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- Environmental & Resource Economics, 2024, v. 87, n. 4, p. 967, doi. 10.1007/s10640-024-00850-5
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- Article
Fiscal Consolidation under Market's Scrutiny: How Government Communication Affects Bond Yields.
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- Finance a Uver: Czech Journal of Economics & Finance, 2024, v. 74, n. 2, p. 221, doi. 10.32065/CJEF.2024.02.03
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- Article
The effects of accounting comparability, income smoothing and engagement partners on audit risk.
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- International Journal of Auditing, 2024, v. 28, n. 2, p. 270, doi. 10.1111/ijau.12330
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- Article
Value versus Values: What Is the Sign of the Climate Risk Premium?
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- Journal of Portfolio Management, 2024, v. 50, n. 6, p. 23, doi. 10.3905/jpm.2024.1.590
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- Article
How Should the Long-Term Investor Harvest Variance Risk Premiums?
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- Journal of Portfolio Management, 2024, v. 50, n. 6, p. 122, doi. 10.3905/jpm.2024.1.600
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- Article
Option Pricing Using a Skew Random Walk Binary Tree.
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- Journal of Risk & Financial Management, 2024, v. 17, n. 4, p. 138, doi. 10.3390/jrfm17040138
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- Article
Risk Premium and Volatility Analysis on the Indonesia Stock Exchange.
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- Jurnal Indonesia Sosial Teknologi, 2024, v. 5, n. 4, p. 1798, doi. 10.59141/jist.v5i4.1035
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- Article
Sequential Learning and Economic Benefits from Dynamic Term Structure Models.
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- Management Science, 2024, v. 70, n. 4, p. 2236, doi. 10.1287/mnsc.2023.4801
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- Article
Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle.
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- Review of Derivatives Research, 2024, v. 27, n. 1, p. 1, doi. 10.1007/s11147-023-09197-3
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- Article
Capital requirement modeling for market and non-life premium risk in a dynamic insurance portfolio.
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- Annals of Actuarial Science, 2024, v. 18, n. 1, p. 205, doi. 10.1017/S1748499523000234
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- Article
Affine Heston model style with self-exciting jumps and long memory.
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- Annals of Finance, 2024, v. 20, n. 1, p. 1, doi. 10.1007/s10436-023-00436-z
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- Article
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies.
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- Annals of Operations Research, 2024, v. 334, n. 1-3, p. 547, doi. 10.1007/s10479-022-04568-9
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- Article
Macro and Micro Factors Influencing Tech Startup Valuation of Private Markets in ASEAN Countries.
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- Australasian Accounting Business & Finance Journal, 2024, v. 18, n. 2, p. 33, doi. 10.14453/aabfj.v18i2.03
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- Article
Conventional and downside CAPM with higher-order moments: Evidence from emerging markets.
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- Equilibrium (1689-765X), 2024, v. 19, n. 1, p. 93, doi. 10.24136/eq.2043
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- Article
The Use of Economic Indicators as Early Signals of Stock Market Progress: Perspectives from Market Potential Index.
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- International Journal of Financial Studies, 2024, v. 12, n. 1, p. 21, doi. 10.3390/ijfs12010021
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- Article
Die freiwillige Krankenversicherung im GSVG.
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- Journal für Medizin- und Gesundheitsrecht (JMG), 2024, v. 9, n. 1, p. 80, doi. 10.33196/jmg202401008001
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- Article
Editor's Introduction for the 2024 Special Issue on Multi-Asset Strategies and Asset Allocation.
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- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 1, doi. 10.3905/jpm.2024.1.593
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- Article
A Century of Macro Factor Investing--Diversified Multi-Asset Multi-Factor Strategies through the Cycles.
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- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 37, doi. 10.3905/jpm.2024.1.587
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- Article
Do Alternative Risk Premia Diversify? New Evidence for the Post-Pandemic Era.
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- Journal of Portfolio Management, 2024, v. 50, n. 5, p. 218, doi. 10.3905/jpm.2024.1.583
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- Article
Financing Supplier Through Retailer's Credit.
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- Production & Operations Management, 2024, v. 33, n. 3, p. 721, doi. 10.1177/10591478241231869
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- Article
Financial Cycles with Heterogeneous Intermediaries.
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- Review of Economic Studies, 2024, v. 91, n. 2, p. 817, doi. 10.1093/restud/rdad039
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- Article
Measuring Climate Transition Risk Spillovers.
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- Review of Finance, 2024, v. 28, n. 2, p. 447, doi. 10.1093/rof/rfad026
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- Article
The term structure of equity yields—a bottom-up approach.
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- Review of Finance, 2024, v. 28, n. 2, p. 661, doi. 10.1093/rof/rfad036
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- Article
A risk–risk trade‐off assessment of climate‐induced mortality risk changes.
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- Risk Analysis: An International Journal, 2024, v. 44, n. 3, p. 536, doi. 10.1111/risa.14185
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- Article
Derivatives and Market (Il)liquidity.
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 1, p. 157, doi. 10.1017/S0022109023000224
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- Article
A Liberalization Spillover: From Equities to Loans.
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 1, p. 395, doi. 10.1017/S0022109022001466
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- Article
The asset‐pricing implications of carbon risk in Korea.
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- Journal of International Financial Management & Accounting, 2024, v. 35, n. 1, p. 7, doi. 10.1111/jifm.12190
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- Article
Predicting Bond Return Predictability.
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- Management Science, 2024, v. 70, n. 2, p. 931, doi. 10.1287/mnsc.2023.4713
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- Article
On the Nature of (Jump) Skewness Risk Premia.
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- Management Science, 2024, v. 70, n. 2, p. 1154, doi. 10.1287/mnsc.2023.4734
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- Article