Search Results - "Stochastic model."

21

Term structure, inflation, and real activity. by Berardi, Andrea

Published in Journal of financial and quantitative analysis

Article

Term structure, inflation, and real activity.

22

The unsung impact of currency risk on the performance of international real property investment. by Kwame-Addae-Dapaah

Published in Review of financial economics

Article

The unsung impact of currency risk on the performance of international real property investment.

23

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. by Farka, Mira

Published in Review of financial economics

Article

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases.

24

Monte Carlo valuation of natural gas investments. by Abadie, Luis M.

Published in Review of financial economics

Article

Monte Carlo valuation of natural gas investments.

25

Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations. by Gershun, Natalia

Published in Review of financial economics

Article

Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations.

26

Exploring the nature of "trader intuition". by Bruguier, Antoine J.

Published in Journal of Finance

Article

Exploring the nature of "trader intuition".

27

Stock returns and the volatility of liquidity. by Pereira, Joao Pedro

Published in Journal of financial and quantitative analysis

Article

Stock returns and the volatility of liquidity.

28

Longer-term time series volatility forecasts. by Ederington, Louis H.

Published in Journal of financial and quantitative analysis

Article

Longer-term time series volatility forecasts.

29

The tern strucrure of variance swap rates and optimal variance swap investments. by Egloff, Daniel

Published in Journal of financial and quantitative analysis

Article

The tern strucrure of variance swap rates and optimal variance swap investments.

30

Correlation risk and optimal portfolio choice. by Buraschi, Andrea

Published in Journal of Finance

Article

Term structure, inflation, and real activity. by Berardi, Andrea

The unsung impact of currency risk on the performance of international real property investment. by Kwame-Addae-Dapaah

The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases. by Farka, Mira

Monte Carlo valuation of natural gas investments. by Abadie, Luis M.

Habit persistence, impediments to production factor adjustments, and asset returns in general equilibrium models with self-fulfilling expectations. by Gershun, Natalia

Exploring the nature of "trader intuition". by Bruguier, Antoine J.

Stock returns and the volatility of liquidity. by Pereira, Joao Pedro

Longer-term time series volatility forecasts. by Ederington, Louis H.

The tern strucrure of variance swap rates and optimal variance swap investments. by Egloff, Daniel

Correlation risk and optimal portfolio choice. by Buraschi, Andrea

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