Is Imperfection Better? Evidence from Predicting Stock and Bond Returns.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 244, doi. 10.1093/jjfinec/nby003
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2018 AND VI 16 AND IP 2
Results: 7
1
2
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 271, doi. 10.1093/jjfinec/nby001
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- Publication type:
- Article
3
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 155, doi. 10.1093/jjfinec/nby005
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- Publication type:
- Article
4
Testing High-Dimensional Linear Asset Pricing Models.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 191, doi. 10.1093/jjfinec/nby002
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- Publication type:
- Article
5
Can Volatility Models Explain Extreme Events?
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 297, doi. 10.1093/jjfinec/nbx031
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- Publication type:
- Article
6
Structural Volatility Impulse Response Function and Asymptotic Inference.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 316, doi. 10.1093/jjfinec/nbx029
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- Publication type:
- Article
7
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns.
- Published in:
- Journal of Financial Econometrics, 2018, v. 16, n. 2, p. 211, doi. 10.1093/jjfinec/nbx016
- By:
- Publication type:
- Article