Zoekresultaten - "Prices Econometric models."

Beyond arbitrage "good-deal" asset price bounds in incomplete markets door Cochrane, John H.

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The size of the permanent component of asset pricing kernels door Alvarez, Fernando

Endogenous currency of price setting in a dynamic open economy model door Devereux, Michael B.

Specifications analysis of affine term structure models door Dai, Qiang

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Industrial price formation door Zeelenberg, C. (Cornelis) 1953-

Stock and bond pricing in an affine economy door Bekaert, Geert

Explaining the cross-section of stock returns in Japan factors or characteristics? door Daniel, Kent

Conditioning information and variance bounds on pricing kernels door Bekaert, Geert

Axiomatic and economic approaches to international comparison. door Diewert, W. Erwin

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Consumption, stock returns, and the gains from international risk-shaping. door Lewis, Karen K.

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