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Records found: 25
| DP14417 |
Asset Pricing vs Asset Expected Returning in Factor-Portfolio Models Author(s): Carlo A. Favero and ALessandro Melone Published: February 2020 |
| DP14115 |
The Leverage Factor: Credit Cycles and Asset Returns Author(s): Josh Davis and Alan M. Taylor Published: November 2019 |
| DP13463 |
Good Carry, Bad Carry Author(s): Geert Bekaert and George Panayotov Published: January 2019 |
| DP12885 |
Pockets of Predictability Author(s): Leland Farmer, Lawrence Schmidt and Allan Timmermann Published: April 2018 |
| DP12827 |
The Levered Equity Risk Premium and Credit Spreads: A Unified Framework Author(s): Harjoat Singh Bhamra, Lars-Alexander Kuehn and Ilya Strebulaev Published: March 2018 |
| DP12760 |
Expected Correlation and Future Market Returns Author(s): Adrian Buss, Lorenzo Schönleber and Grigory Vilkov Published: February 2018 |
| DP12657 |
Paths to Convergence: Stock Price Behavior After Donald Trump's Election Author(s): Alexander F Wagner, Richard Zeckhauser and Alexandre Ziegler Published: January 2018 |
| DP12617 |
Government Debt and the Returns to Innovation Author(s): Mariano Massimiliano Croce, Thiên Tung Nguyen, Steve Raymond and Lukas Schmid Published: January 2018 |
| DP11970 |
The Quanto Theory of Exchange Rates Author(s): Lukas Kremens and Ian Martin Published: April 2017 |
| DP11645 |
Implications of Return Predictability across Horizons for Asset Pricing Models Author(s): Carlo A. Favero, Fulvio Ortu, Andrea Tamoni and Haoxi Yang Published: November 2016 |
| DP11455 |
Expected skewness and momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: August 2016 |
| DP11324 |
Currency Value Author(s): Lukas Menkhoff, Lucio Sarno, Maik Schmeling and Andreas Schrimpf Published: June 2016 |
| DP10629 |
Financial Markets where Traders Neglect the Informational Content of Prices Author(s): Erik Eyster, Matthew Rabin and Dimitri Vayanos Published: May 2015 |
| DP10601 |
Expected Skewness and Momentum Author(s): Heiko Jacobs, Tobias Regele and Martin Weber Published: May 2015 |
| DP10151 |
The Impact of Hedge Funds on Asset Markets Author(s): Mathias Kruttli, Andrew J Patton and Tarun Ramadorai Published: September 2014 |
| DP9771 |
Carry Author(s): Ralph Koijen, Tobias J Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt Published: December 2013 |
| DP9570 |
Nonparametric Predictive Regression Author(s): Elena Andreou, Ioannis Kasparis and Peter C. B. Phillips Published: July 2013 |
| DP9549 |
Volatility Risk Premia and Exchange Rate Predictability Author(s): Pasquale Della Corte, Tarun Ramadorai and Lucio Sarno Published: July 2013 |
| DP9528 |
Economic Cycles and Expected Stock Returns Author(s): Alessandro Beber, Michael Brandt and Maurizio Luisi Published: June 2013 |
| DP9377 |
Forecasting Stock Returns under Economic Constraints Author(s): Davide Pettenuzzo, Allan Timmermann and Rossen Valkanov Published: March 2013 |
| DP8503 |
Properties of Foreign Exchange Risk Premiums Author(s): Lucio Sarno, Paul Schneider and Christian Wagner Published: August 2011 |
| DP8388 |
Forecasting the Price of Oil Author(s): Ron Alquist, Lutz Kilian and Robert J. Vigfusson Published: May 2011 |
| DP8292 |
A Century of Inflation Forecasts Author(s): Antonello D'Agostino and Paolo Surico Published: March 2011 |
| DP8150 |
Asset Return Dynamics Under Bad Environment-Good Environment Fundamentals Author(s): Geert Bekaert and Eric Engstrom Published: December 2010 |
| DP8045 |
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? Author(s): Pasquale Della Corte, Lucio Sarno and Giulia Sestieri Published: October 2010 |
Records Found 25