1. Introduction. (2017). Uhlig, Harald ; List, John.
   In: Journal of Political Economy.
   RePEc:ucp:jpolec:doi:10.1086/694751.

   Full description at Econpapers || Download paper

2. Asset Pricing: Models and Empirical Evidence. (2017). Constantinides, George.
   In: Journal of Political Economy.
   RePEc:ucp:jpolec:doi:10.1086/694621.

   Full description at Econpapers || Download paper

3. Metals: resources or financial assets? A multivariate cross-sectional analysis. (2017). Gleich, Benedikt ; Lutzenberger, Fabian ; Rathgeber, Andreas W ; Stepanek, Christian ; Mayer, Herbert G.
   In: Empirical Economics.
   RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1162-9.

   Full description at Econpapers || Download paper

4. Measuring Systemic Risk. (2017). PHILIPPON, Thomas ; Richardson, Matthew ; Pedersen, Lasse H ; Acharya, Viral V.
   In: Review of Financial Studies.
   RePEc:oup:rfinst:v:30:y:2017:i:1:p:2-47..

   Full description at Econpapers || Download paper

5. The Past, Present, and Future of Economics: A Celebration of the 125-Year Anniversary of the JPE and of Chicago Economics. (2017). Uhlig, Harald ; Sonnenschein, Hugo ; Shaikh, Azeem ; Myerson, Roger ; Mogstad, Magne ; Lucas, Robert ; List, John ; Kaplan, Greg ; Heckman, James ; Greenstone, Michael ; Bonhomme, Stéphane ; Akcigit, Ufuk ; Kashyap, Anil K ; Constantinides, George M ; Reny, Philip J ; Kamenica, Emir ; Alvarez, Fernando ; Rajan, Raghuram G ; Hortacsu, Ali ; Prendergast, Canice ; Zingales, Luigi ; Neal, Derek ; Harald, Uhlig ; Vishny, Robert ; Hansen, Lars Peter ; Topel, Robert H ; Thaler, Richard H ; Galenson, David W ; Stokey, Nancy L ; Fama, Eugene F ; Levitt, Steven ; Diamond, Douglas W ; Shimer, Robert.
   In: Natural Field Experiments.
   RePEc:feb:natura:00635.

   Fu

6. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
   In: 2016 Meeting Papers.
   RePEc:red:sed016:1183.

   Full description at Econpapers || Download paper

7. Does Incomplete Spanning in International Financial Markets Help to Explain Exchange Rates?. (2016). Verdelhan, Adrien ; Lustig, Hanno.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22023.

   Full description at Econpapers || Download paper

8. Can Rare Events Explain the Equity Premium Puzzle?. (2012). Julliard, Christian ; Ghosh, Anisha.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8899.

   Full description at Econpapers || Download paper

9. Measuring Systemic Risk. (2012). PHILIPPON, Thomas ; Pedersen, Lasse ; Acharya, Viral ; Richardson, Matthew P.
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:8824.

   Full description at Econpapers || Download paper

10. Learning about Consumption Dynamics. (2011). Mou, Yiqun ; Johannes, Michael ; Lochstoer, Lars A.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:306.

    Full description at Econpapers || Download paper

11. International Risk Cycles. (2011). Verdelhan, Adrien ; Siemer, Michael ; Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17277.

    Full description at Econpapers || Download paper

12. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17026.

    Full description at Econpapers || Download paper

13. Credit Risk and Disaster Risk. (2011). Gourio, Francois.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8201.

    Full description at Econpapers || Download paper

14. Rare Disasters and Risk Sharing with Heterogeneous Beliefs. (2010). Chen, Hui ; Joslin, Scott ; Tran, Ngoc-Khanh .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16035.

    Full description at Econpapers || Download paper

15. Crash Risk in Currency Markets. (2009). Verdelhan, Adrien ; Ranciere, Romain ; Gabaix, Xavier ; Farhi, Emmanuel ; Fraiberger, Samuel Paul .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15062.

    Full description at Econpapers || Download paper

1. Ait-Sahalia, Yacine, and Andrew W. Lo, 2000, âNonparametric risk management and implied risk aversion,â Journal of Econometrics 94, 9-51.

2. Ait-Sahalia, Yacine, Yubo Wang, and Francis Yared, 2001, âDo option markets correctly price the probabilities of movement of the underlying price?,â Journal of Econometrics 102, 67-110.

3. Alvarez, Fernando, and Urban Jermann, 2005, âUsing asset prices to measure the persistence of the marginal utility of wealth,â Econometrica 73, 1977-2016.

4. Alvarez, Fernando, Andrew Atkeson, and Patrick J. Kehoe, 2009, âTime-varying risk, interest rates, and exchange rates in general equilibrium,â Review of Economic Studies 76, 851-878.

5. Backus, David K., Bryan R. Routledge, and Stanley E. Zin, 2004, âExotic preferences for macroeconomists,â NBER Macroeconomics Annual 19, 319-390.

6. Bansal, Ravi, and Amir Yaron, 2007, âThe asset pricing-macro nexus and return-cash ïow predictability,â manuscript, June.

7. Barro, Robert J., 2006, âRare disasters and asset markets in the twentieth century,â Quarterly Journal of Economics 121, 823-867.

8. Barro, Robert J., and Jose F. Ursua, 2008, âMacroeconomic crises since 1870,â Brookings Papers on Economic Activity, 255-335.

9. Barro, Robert J., Emi Nakamura, Jon Steinsson, and Jose F. Ursua, 2009, âCrises and recoveries in an empirical model of consumption disasters,â manuscript, June.

10. Bates, David, 1988, âPricing options under jump-diïusion processes,â manuscript.
    Paper not yet in RePEc: Add citation now
    

11. Bates, David, 2008, âThe market for crash risk,â Journal of Economic Dynamics and Control 32, 2291-2231.

12. Benzoni, Luca, Pierre Collin-Dufresne, and Robert S. Goldstein, 2005, âCan standard preferences explain the prices of out-of-the-money S&P 500 put options?,â manuscript, September.

13. Breeden, Douglas T. and Robert H. Litzenberger, 1978, âPrices of state-contingent claims implicit in option prices,â Journal of Business 51, 621-651.

14. Broadie, Mark, Mikhail Chernov, and Michael Johannes, 2007, âModel speciïcation and risk premia: evidence from futures options,â Journal of Finance 62, 1453-1490.

15. Broadie, Mark, Mikhail Chernov, and Michael Johannes, 2009, âUnderstanding index option returns,â Review of Financial Studies, in press.

16. Buhlmann, Hans, Freddy Delbaen, Paul Elbrechts, and Albert Shiryaev, 1996, âNo-arbitrage, change of measure, and conditional Esscher transforms,â CWI Quarterly 9, 291-317.
    Paper not yet in RePEc: Add citation now
    

17. Campanale, Claudio, Rui Castro, Gian Luca Clementi, 2007, âAsset pricing in a production economy with Chew-Dekel preferences,â manuscript, April.

18. Cochrane, John C., and Lars Peter Hansen, 1992, âAsset pricing explorations for macroeconomics, â NBER Macroeconomics Annual 7, 115-165.

19. Drechsler, Itamar, 2008, âUncertainty, time-varying fear, and asset prices,â manuscript, December.
    Paper not yet in RePEc: Add citation now
    

20. Drechsler, Itamar, and Amir Yaron, 2008, âWhatâs vol got to do with it?â manuscript, December.

21. Du, Du, 2008, âHow bad will the potential economic disasters be? Evidences from S&P 500 index options data,â manuscript, June.
    Paper not yet in RePEc: Add citation now
    

22. Gabaix, Xavier, 2009, âVariable rare disasters: an exactly solved framework for ten puzzles in macro-ïnance,â manuscript, March.

23. Hansen, Lars Peter, and Ravi Jagannathn, 1991, âImplications of security market data for models of dynamic economies,â Journal of Political Economy 99, 225-262.
    Paper not yet in RePEc: Add citation now
    

24. Harvey, Campbell R., and Akhtar Siddique, 2000, âConditional skewness in asset pricing tests,â Journal of Finance 55, 1263-1295.

25. Jackwerth, Jens Carsten, 2000, âRecovering risk aversion from option prices and realized returns,â Review of Financial Studies 13, 433-451.

26. Leland, Hayne E., 1980, âWho should buy portfolio insurance?,â Journal of Finance 35, 581-594.

27. Liu, Jun, Jun Pan, and Tan Wang, 2005, âAn equilibrium model of rare-event premia and its implication for option smirks,â Review of Financial Studies 18, 131-164.

28. Longstaï, Francis A., and Monika Piazzesi, 2004, âCorporate earnings and the equity premium, â Journal of Financial Economics 74, 401-421.
    Paper not yet in RePEc: Add citation now
    

29. Lustig, Hanno N., and Stijn G. Van Nieuwerburgh, 2005, âHousing collateral, consumption insurance, and risk premia: an empirical perspective, â Journal of Finance 60, 11671219.

30. Martin, Ian, 2007, âDisasters and asset pricing: evidence from option markets,â manuscript, February.
    Paper not yet in RePEc: Add citation now
    

31. Martin, Ian, 2008, âConsumption-based asset pricing with higher cumulants,â manuscript, March.

32. Mehra, Rajnish, and Edward C. Prescott, 1985, âThe equity premium: a puzzle,â Journal of Monetary Economics 15, 145-161.

33. Merton, Robert C., 1976, âOption pricing when underlying stock returns are discontinuous,â Journal of Financial Economics 3, 125-144.

34. Naik, Vasanttilak, and Moon Lee, 1990, âGeneral equilibrium pricing of options on the market portfolio with discontinuous returns,â Review of Financial Studies 3, 493521.

35. Rietz, Thomas A., 1988, âThe equity risk premium: a solution,â Journal of Monetary Economics 22, 117-131.

36. Rosenberg, Joshua V., and Robert F. Engle, 2002, âEmpirical pricing kernels,â Journal of Financial Economics 64, 341-372.

37. Shiller, Robert, 2007, âLong term stock, bond, interest rate and consumption data,â spreadsheet posted on his web site.
    Paper not yet in RePEc: Add citation now
    
38. Wachter, Jessica, 2009, âCan time-varying risk of rare disasters explain aggregate stock market volatility?,â manuscript, March.
    Paper not yet in RePEc: Add citation now
    

39. Wu, Liuren, 2006, âDampened power law: reconciling the tail behavior of ïnancial security returns,â Journal of Business 79, 1445-1474.

40. Ziegler, Alexandre, 2007, âWhy does implied risk aversion smile?,â Review of Financial Studies 20, 859-904.

41. Zin, Stanley, 2002, âAre behavioral models of asset-pricing structural?,â Journal of Monetary Economics 49, 215-228.

1. Investor attention and FX market volatility. (2015). Goddard, John ; Wang, Qingwei ; Kita, Arben .
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:38:y:2015:i:c:p:79-96.

   Full description at Econpapers || Download paper

2. State price densities implied from weather derivatives. (2015). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Teng, Huei-Wen ; Lopez-Cabrera, Brenda .
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:106-125.

   Full description at Econpapers || Download paper

3. Forward-looking robust portfolio selection. (2013). Sigalotti, Laura ; Cecchetti, Sara .
   In: Temi di discussione (Economic working papers).
   RePEc:bdi:wptemi:td_913_13.

   Full description at Econpapers || Download paper

4. Implied volatility and risk aversion in a simple model with uncertain growth. (2010). Lundtofte, Frederik .
   In: Economics Bulletin.
   RePEc:ebl:ecbull:v:30:y:2010:i:1:p:182-191.

   Full description at Econpapers || Download paper

5. A mathematical proof of the existence of trends in financial time series. (2009). Join, Cedric ; Fliess, Michel .
   In: Post-Print.
   RePEc:hal:journl:inria-00352834.

   Full description at Econpapers || Download paper

6. Volatility in Equilibrium: Asymmetries and Dynamic Dependencies. (2009). Tauchen, George ; Bollerslev, Tim ; Sizova, Natalia .
   In: CREATES Research Papers.
   RePEc:aah:create:2009-05.

   Full description at Econpapers || Download paper

7. Testing Monotonicity of Pricing Kernels. (2008). Härdle, Wolfgang ; Timonfeev, Roman ; Golubev, Yuri ; Hardle, Wolfgang.
   In: SFB 649 Discussion Papers.
   RePEc:hum:wpaper:sfb649dp2008-001.

   Full description at Econpapers || Download paper

8. Expected Stock Returns and Variance Risk Premia. (2008). Tauchen, George ; Bollerslev, Tim ; Hao, Tzuo.
   In: CREATES Research Papers.
   RePEc:aah:create:2008-48.

   Full description at Econpapers || Download paper

9. Option Pricing: Real and Risk-Neutral Distributions. (2007). Perrakis, Stylianos ; Jackwerth, Jens ; Constantinides, George.
   In: MPRA Paper.
   RePEc:pra:mprapa:11637.

   Full description at Econpapers || Download paper

10. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation.. (2007). Zhang, Xibin ; King, Maxwell ; Brooks, Robert D.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2007-11.

    Full description at Econpapers || Download paper

11. Statistics of Risk Aversion. (2007). Härdle, Wolfgang ; Giacomini, Enzo ; Hardle, Wolfgang.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2007-025.

    Full description at Econpapers || Download paper

12. Risky Choice and Type-Uncertainty in Deal or No Deal?. (2007). Gee, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0758.

    Full description at Econpapers || Download paper

13. Expected Stock Returns and Variance Risk Premia. (2007). Zhou, Hao ; Bollerslev, Tim.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-17.

    Full description at Econpapers || Download paper

14. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities. (2007). Zhou, Hao ; Bollerslev, Tim ; Gibson, Michael .
    In: CREATES Research Papers.
    RePEc:aah:create:2007-16.

    Full description at Econpapers || Download paper

15. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11929.

    Full description at Econpapers || Download paper

16. How Risk Averse are Fund Managers? Evidence from Irish Mutual Funds. (2006). Flavin, Thomas.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1630206.

    Full description at Econpapers || Download paper

17. Two-dimensional risk-neutral valuation relationships for the pricing of options. (2006). Franke, Günter ; Stapleton, Richard ; Huang, James.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:9:y:2006:i:3:p:213-237.

    Full description at Econpapers || Download paper

18. Time Dependent Relative Risk Aversion. (2006). Härdle, Wolfgang ; Giacomini, Enzo ; Handel, Michael.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-020.

    Full description at Econpapers || Download paper

19. Expected stock returns and variance risk premia. (2006). Zhou, Hao ; Bollerslev, Tim.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-11.

    Full description at Econpapers || Download paper

20. Macroeconomic Factors and the Balanced Value of the Czech Koruna/Euro Exchange Rate (in English). (2006). Derviz, Alexis ; Bruha, Jan ; Brha, Jan.
    In: Czech Journal of Economics and Finance (Finance a uver).
    RePEc:fau:fauart:v:56:y:2006:i:7-8:p:318-343.

    Full description at Econpapers || Download paper

21. On Estimating an Assets Implicit Beta. (2006). Stephan, Andreas ; Husmann, Sven .
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp640.

    Full description at Econpapers || Download paper

22. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2006). Wolfers, Justin ; Gürkaynak, Refet ; Gurkaynak, Refet. S., .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5466.

    Full description at Econpapers || Download paper

23. Option-implied preferences adjustments, density forecasts, and the equity risk premium. (2006). Alonso, Francisco ; Blanco, Roberto ; Rubio, Gonzalo.
    In: Working Papers.
    RePEc:bde:wpaper:0630.

    Full description at Econpapers || Download paper

24. Inferring option-implied investors risk preferences. (2005). Giamouridis, Daniel.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:7:p:479-488.

    Full description at Econpapers || Download paper

25. Extracting expectations from currency option prices: a comparison of methods. (2005). Micu, Marian .
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:226.

    Full description at Econpapers || Download paper

26. Estimating the Stochastic Discount Factor without a Utility Function. (2005). Issler, João ; Araujo, Fabio.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:202.

    Full description at Econpapers || Download paper

27. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Social and Economic Dimensions of an Aging Population Research Papers.
    RePEc:mcm:sedapp:131.

    Full description at Econpapers || Download paper

28. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Quantitative Studies in Economics and Population Research Reports.
    RePEc:mcm:qseprr:395.

    Full description at Econpapers || Download paper

29. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1899.

    Full description at Econpapers || Download paper

30. Is the elasticity of intertemporal substitution constant?. (2005). Low, Hamish ; Crossley, Thomas.
    In: IFS Working Papers.
    RePEc:ifs:ifsewp:05/25.

    Full description at Econpapers || Download paper

31. Dynamics of State Price Densities. (2005). Härdle, Wolfgang ; Hardle, Wolfgang ; Hlavka, Zdenek .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2005-021.

    Full description at Econpapers || Download paper

32. Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk. (2005). Wolfers, Justin ; Gürkaynak, Refet.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2005-26.

    Full description at Econpapers || Download paper

33. Estimating the stochastic discount factor without a utility function. (2005). Issler, João ; Fernandes, Marcelo ; Araujo, Fabio.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
    RePEc:fgv:epgewp:583.

    Full description at Econpapers || Download paper

34. Unexploited Connections Between Intra- and Inter-temporal Allocation. (2005). Low, Hamish ; Crossley, Thomas.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0537.

    Full description at Econpapers || Download paper

35. State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle. (2005). Renault, Eric ; Garcia, René ; René Garcia, ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-9.

    Full description at Econpapers || Download paper

36. Limits of Arbitrage, Sentiment and Pricing Kernal: Evidences from Index Options. (2004). Han, Bin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-2.

    Full description at Econpapers || Download paper

37. Exchange rate risks and asset prices in a small open economy. (2004). Derviz, Alexis.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2004314.

    Full description at Econpapers || Download paper

38. The Econometrics of Option Pricing. (2004). Renault, Eric ; Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2004s-04.

    Full description at Econpapers || Download paper

39. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Finance.
    RePEc:wpa:wuwpfi:0311001.

    Full description at Econpapers || Download paper

40. Some Remarks on the Evolution of Risk Preferences. (2003). Schlesinger, Harris.
    In: The Geneva Risk and Insurance Review.
    RePEc:pal:genrir:v:28:y:2003:i:2:p:101-104.

    Full description at Econpapers || Download paper

41. A class of models satisfying a dynamical version of the CAPM. (2003). NAPP, Clotilde ; Jouini, Elyès.
    In: Post-Print.
    RePEc:hal:journl:halshs-00167159.

    Full description at Econpapers || Download paper

42. Credit Risk, Systemic Uncertainties and Economic Capital Requirements for an Artificial Bank Loan Portfolio. (2003). Kobzová, Lucie ; Kadlčáková, Narcisa ; Derviz, Alexis ; Kadlkov, Narcisa.
    In: Working Papers.
    RePEc:cnb:wpaper:2003/09.

    Full description at Econpapers || Download paper

43. Iterative and Recursive Estimation in Structural Non-Adaptive Models. (2003). Renault, Eric ; Patilea, Valentin ; Pastorello, Sergio.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-08.

    Full description at Econpapers || Download paper

44. Consistent Estimation of Pricing Kernels from Noisy Price Data. (2003). Kargin, Vladislav.
    In: Papers.
    RePEc:arx:papers:math/0310223.

    Full description at Econpapers || Download paper

45. Nonparametric Option Pricing under Shape Restrictions. (2002). Ait-Sahalia, Yacine ; Duarte, Jefferson.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8944.

    Full description at Econpapers || Download paper

46. Recovering risk aversion from options. (2001). Panigirtzoglou, Nikolaos ; Bliss, Robert R..
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-01-15.

    Full description at Econpapers || Download paper

47. Interpreting the volatility smile: an examination of the information content of option prices. (2001). Weinberg, Steven A..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:706.

    Full description at Econpapers || Download paper

48. Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : Nouvelle version Février 2002). (2001). Renault, Eric ; Luger, Richard ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2001s-02.

    Full description at Econpapers || Download paper

49. Recovering the Probability Density Function of Asset Prices Using GARCH as Diffusion Approximations. (2001). Mele, Antonio ; Fornari, Fabio.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_396_01.

    Full description at Econpapers || Download paper

50. Empirical Pricing Kernels. (2000). Rosenberg, Joshua ; Engle, Robert.
    In: New York University, Leonard N. Stern School Finance Department Working Paper Seires.
    RePEc:fth:nystfi:99-014.

    Full description at Econpapers || Download paper

Report date: 2024-10-03 01:47:39 || Create a citation alert || Missing content? Let us know