Discussion paper DP1795 Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle? Martin Lettau 31 Jan 1998 Financial Economics International Macroeconomics E44 G11 G12
Discussion paper DP1768 Strategic Behaviour and Price Discovery Xavier Vives Luis Angel Medrano 19 Dec 1997 Financial Economics D82 G12 G14
Discussion paper DP1678 Preferences, Consumption Smoothing, and Risk Premia Harald Uhlig Martin Lettau 7 Jul 1997 Financial Economics International Macroeconomics E21 E44 G12
Discussion paper DP1618 Performance Measurement using Multiple Asset Class Portfolio Data David Blake Allan Timmermann Bruce N Lehmann 30 Jun 1997 Financial Economics G12
Discussion paper DP1663 Evaluating Portfolio Performance with Stochastic Discount Factors Paul Söderlind Magnus Dahlquist 27 Jun 1997 Financial Economics G11 G12 G23
Discussion paper DP1648 Bid-Ask Spreads with Indirect Competition among Specialists Thomas Gehrig Matthew O. Jackson 30 May 1997 Financial Economics D43 G12
Discussion paper DP1652 Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time-varying First and Second Moments Lars Tyge Nielsen Maria Vassalou 30 May 1997 Financial Economics G11 G12
Discussion paper DP1594 Volatility Clustering and Volatility Transmission: A Non-Parametric View of ERM Exchange Rates Michael Artis Wenda Zhang 27 Mar 1997 International Macroeconomics C14 F31 G10 G12
Discussion paper DP1454 Arbitrage, Hedging and Financial Innovation Malcolm Davidson 31 Aug 1996 Financial Economics D60 D82 G12 G18
Discussion paper DP1353 Labour Contracts, Operating Leverage and Asset Pricing Jean-Pierre Danthine John B Donaldson 29 Feb 1996 Financial Economics International Macroeconomics E32 G12
Discussion paper DP1313 Forward Interest Rates as Indicators of Inflation Expectations Paul Söderlind 31 Dec 1995 International Macroeconomics E31 E43 E44 G12
Discussion paper DP1262 Asset Pricing Models with and without Consumption: An Empirical Evaluation Gikas Hardouvelis Dongcheol Kim 30 Nov 1995 Financial Economics G12