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There are 10288 results for: content related to: Time Varying Term Premia and Traditional Hypotheses about the Term Structure

  1. Risk Premia and Variance Bounds

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1913–1949, PIERLUIGI BALDUZZI and HÉDI KALLAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02746.x

  2. The Behavior of Eurocurrency Returns Across Different Holding Periods and Monetary Regimes

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1211–1236, KAREN K. LEWIS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02433.x

  3. Conditional Skewness in Asset Pricing Tests

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1263–1295, Campbell R. Harvey and Akhtar Siddique

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00247

  4. Common Stochastic Trends in a System of Exchange Rates

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 167–181, RICHARD T. BAILLIE and TIM BOLLERSLEV

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02410.x

  5. Forward Foreign Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach

    The Journal of Finance

    Volume 42, Issue 2, June 1987, Pages: 395–406, CHRISTIAN C. P. WOLFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02573.x

  6. An Examination of Uncovered Interest Rate Parity in Segmented International Commodity Markets

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 2145–2170, BURTON HOLLIFIELD and RAMAN UPPAL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02756.x

  7. THE CURRENT STATUS OF THE CAPITAL ASSET PRICING MODEL (CAPM)

    The Journal of Finance

    Volume 33, Issue 3, June 1978, Pages: 885–901, Martin J. Gruber and Stephen A. Ross

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb02029.x

  8. A New Approach to Testing Asset Pricing Models: The Bilinear Paradigm

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 711–743, STEPHEN J. BROWN and MARK I. WEINSTEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02498.x

  9. Asset Pricing at the Millennium

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1515–1567, John Y. Campbell

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  10. Seasonality in the Risk-Return Relationship: Some International Evidence

    The Journal of Finance

    Volume 42, Issue 1, March 1987, Pages: 49–68, ALBERT CORHAY, GABRIEL HAWAWINI and PIERRE MICHEL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb02549.x

  11. International Asset Pricing and Portfolio Diversification with Time-Varying Risk

    The Journal of Finance

    Volume 52, Issue 5, December 1997, Pages: 1881–1912, GIORGIO DE SANTIS and BRUNO GERARD

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb02745.x

  12. Firm Size and Cyclical Variations in Stock Returns

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1229–1262, Gabriel Perez-Quiros and Allan Timmermann

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00246

  13. Corporate Debt Value, Bond Covenants, and Optimal Capital Structure

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1213–1252, HAYNE E. LELAND

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02452.x

  14. Capital Controls and International Capital Market Segmentation: The Evidence from the Japanese and American Stock Markets

    The Journal of Finance

    Volume 44, Issue 4, September 1989, Pages: 849–869, MUSTAFA N. GULTEKIN, N. BULENT GULTEKIN and ALESSANDRO PENATI

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02627.x

  15. International Portfolio Choice and Corporation Finance: A Synthesis

    The Journal of Finance

    Volume 38, Issue 3, June 1983, Pages: 925–984, MICHAEL ADLER and BERNARD DUMAS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02511.x

  16. Heteroskedasticity in Stock Returns

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1129–1155, G. WILLIAM SCHWERT and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02430.x

  17. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  18. The Conditional Performance of Insider Trades

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 467–498, B. Espen Eckbo and David C. Smith

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.205263

  19. Dynamic Capital Structure Choice: Theory and Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 19–40, EDWIN O. FISCHER, ROBERT HEINKEL and JOSEF ZECHNER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02402.x

  20. Tax-Induced Intertemporal Restrictions on Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1347–1371, PETER BOSSAERTS and ROBERT M. DAMMON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02457.x