Variety expansion, preference shocks, and financial intermediaries.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 17, doi. 10.1007/s10436-015-0270-4
- By:
- Publication type:
- Article
Works matching IS 16142446 AND DT 2016 AND VI 12 AND IP 1
Results: 6
1
2
On the impact of macroeconomic news surprises on Treasury-bond returns.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 29, doi. 10.1007/s10436-015-0271-3
- By:
- Publication type:
- Article
3
Saddlepoint approximations to option price in a regime-switching model.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 55, doi. 10.1007/s10436-015-0272-2
- By:
- Publication type:
- Article
4
The St. Petersburg paradox and capital asset pricing.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 1, doi. 10.1007/s10436-015-0269-x
- By:
- Publication type:
- Article
5
Risk premia in option markets.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 71, doi. 10.1007/s10436-016-0273-9
- By:
- Publication type:
- Article
6
The skewness risk premium in equilibrium and stock return predictability.
- Published in:
- Annals of Finance, 2016, v. 12, n. 1, p. 95, doi. 10.1007/s10436-016-0275-7
- By:
- Publication type:
- Article