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Results:
1-9
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Results: 9
Authors:
BOUDOUKH J
WHITELAW RE
RICHARDSON M
STANTON R
Citation: J. Boudoukh et al., PRICING MORTGAGE-BACKED SECURITIES IN A MULTIFACTOR INTEREST-RATE ENVIRONMENT - A MULTIVARIATE DENSITY-ESTIMATION APPROACH, The Review of financial studies, 10(2), 1997, pp. 405-446
Authors:
BOUDOUKH J
RICHARDSON M
WHITELAW RF
Citation: J. Boudoukh et al., NONLINEARITIES IN THE RELATION BETWEEN THE EQUITY RISK PREMIUM AND THE TERM STRUCTURE, Management science, 43(3), 1997, pp. 371-385
Authors:
BOUDOUKH J
RICHARDSON MP
WHITELAW RF
Citation: J. Boudoukh et al., A TALE OF 3 SCHOOLS - INSIGHTS ON AUTOCORRELATIONS OF SHORT-HORIZON STOCK RETURNS, The Review of financial studies, 7(3), 1994, pp. 539-573
Authors:
BOUDOUKH J
RICHARDSON M
WHITELAW RF
Citation: J. Boudoukh et al., A TALE OF 3 SCHOOLS - INSIGHTS ON AUTOCORRELATIONS OF SHORT-HORIZON STOCK RETURNS, The Journal of finance, 49(3), 1994, pp. 1052-1052
Authors:
BOUDOUKH J
WHITELAW RF
Citation: J. Boudoukh et Rf. Whitelaw, LIQUIDITY AS A CHOICE VARIABLE - A LESSON FROM THE JAPANESE GOVERNMENT BOND MARKET, The Review of financial studies, 6(2), 1993, pp. 265-292
Authors:
BOUDOUKH J
RICHARDSON M
SMITH T
Citation: J. Boudoukh et al., IS THE EX-ANTE RISK PREMIUM ALWAYS POSITIVE - A NEW APPROACH TO TESTING CONDITIONAL ASSET PRICING-MODELS, Journal of financial economics, 34(3), 1993, pp. 387-408
Authors:
BOUDOUKH J
Citation: J. Boudoukh, AN EQUILIBRIUM-MODEL OF NOMINAL BOND PRICES WITH INFLATION-OUTPUT CORRELATION AND STOCHASTIC VOLATILITY, Journal of money, credit and banking, 25(3), 1993, pp. 636-665
Authors:
BOUDOUKH J
RICHARDSON M
SMITH T
Citation: J. Boudoukh et al., TESTING INEQUALITY RESTRICTIONS IMPLIED BY CONDITIONAL ASSET-PRICING MODELS, The Journal of finance, 48(3), 1993, pp. 1070-1070
Authors:
BOUDOUKH J
RICHARDSON M
Citation: J. Boudoukh et M. Richardson, STOCK RETURNS AND INFLATION - A LONG-HORIZON PERSPECTIVE, The American economic review, 83(5), 1993, pp. 1346-1355
Risultati:
1-9
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