Suchergebnisse - "Prices Econometric models."

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

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

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

Specifications analysis of affine term structure models von Dai, Qiang

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

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

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

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

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

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

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