Résultats de la recherche - "Prices Econometric models."

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

Click here to download the fulltext

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

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

Specifications analysis of affine term structure models par Dai, Qiang

Click here to download the fulltext

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

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

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

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

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

Click here to download the fulltext

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

Click here to download the fulltext