Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12
Discussion paper DP12824 Volatility, diversification and contagion Enrique Sentana 27 Mar 2018 Financial Economics C58 G11 G32
Discussion paper DP12687 Risk Everywhere: Modeling and Managing Volatility Lasse Heje Pedersen 5 Feb 2018 Financial Economics C22 C51 C53 C58
Discussion paper DP11730 The Term Structure and Inflation Uncertainty Athanasios Orphanides 31 Dec 2016 Financial Economics Monetary Economics and Fluctuations G12 E43 E44 C58
Discussion paper DP10449 Regression Based Estimation of Dynamic Asset Pricing Models Emanuel Moench Tobias Adrian Richard K. Crump 1 Mar 2015 Financial Economics C58 G10 G12
Discussion paper DP8745 Sources of Risk in Currency Returns Mikhail Chernov Irina Zviadadze 1 Jan 2012 Financial Economics C58 F31 G12
Discussion paper DP8351 How Prediction Markets Can Save Event Studies Justin Wolfers Eric Zitzewitz Erik Snowberg 1 Apr 2011 Financial Economics Public Economics A2 C58 D72 G14 H50
