Discussion paper DP12827 The Levered Equity Risk Premium and Credit Spreads: A Unified Framework Harjoat Singh Bhamra Ilya Strebulaev 29 Mar 2018 Financial Economics E44 G12 G32 G33
Discussion paper DP8745 Sources of Risk in Currency Returns Mikhail Chernov Irina Zviadadze 1 Jan 2012 Financial Economics C58 F31 G12
Discussion paper DP8480 Regime Changes and Financial Markets Allan Timmermann Andrew Ang 1 Jul 2011 Financial Economics G11 G12
Discussion paper DP8488 Sources of entropy in representative agent models David Backus Stanley E. Zin Mikhail Chernov 1 Jul 2011 Financial Economics E44 G12
Discussion paper DP7619 Valuation of VIX Derivatives Enrique Sentana Javier Mencía 10 Jan 2010 Financial Economics G13