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There are 22205 results for: content related to: Testing Volatility Restrictions on Intertemporal Marginal Rates of Substitution Implied by Euler Equations and Asset Returns

  1. Measures of Fit for Rational Expectations Models

    Journal of Economic Surveys

    Volume 16, Issue 3, July 2002, Pages: 301–355, Tom Engsted

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-6419.00171

  2. Resuscitating the C-CAPM: empirical evidence from France and Germany

    International Journal of Finance & Economics

    Volume 10, Issue 4, October 2005, Pages: 337–357, Stuart Hyde, Keith Cuthbertson and Dirk Nitzsche

    Article first published online : 3 OCT 2005, DOI: 10.1002/ijfe.282

  3. On portfolio optimization: How and when do we benefit from high-frequency data?

    Journal of Applied Econometrics

    Volume 24, Issue 4, June/July 2009, Pages: 560–582, Qianqiu Liu

    Article first published online : 19 MAR 2009, DOI: 10.1002/jae.1062

  4. Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2617–2649, RAYMOND KAN, CESARE ROBOTTI and JAY SHANKEN

    Article first published online : 12 NOV 2013, DOI: 10.1111/jofi.12035

  5. Evaluating the consumption-capital asset pricing model using Hansen–Jagannathan bounds: evidence from the UK

    International Journal of Finance & Economics

    Volume 3, Issue 4, October 1998, Pages: 291–302, Tom Engsted

    Article first published online : 21 DEC 1998, DOI: 10.1002/(SICI)1099-1158(199810)3:4<291::AID-IJFE87>3.0.CO;2-U

  6. No Arbitrage and Arbitrage Pricing: A New Approach

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1231–1262, RAVI BANSAL and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04753.x

  7. Land of addicts? an empirical investigation of habit-based asset pricing models

    Journal of Applied Econometrics

    Volume 24, Issue 7, November/December 2009, Pages: 1057–1093, Xiaohong Chen and Sydney C. Ludvigson

    Article first published online : 11 AUG 2009, DOI: 10.1002/jae.1091

  8. Predicting stock index volatility: can market volume help?

    Journal of Forecasting

    Volume 17, Issue 1, January 1998, Pages: 59–80, Chris Brooks

    Article first published online : 4 DEC 1998, DOI: 10.1002/(SICI)1099-131X(199801)17:1<59::AID-FOR676>3.0.CO;2-H

  9. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 467–509, GEERT BEKAERT and ROBERT J. HODRICK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04399.x

  10. Civil Conflict, Democratization, and Growth: Violent Democratization as Critical Juncture

    The Scandinavian Journal of Economics

    Volume 116, Issue 2, April 2014, Pages: 482–505, Matteo Cervellati and Uwe Sunde

    Article first published online : 20 FEB 2014, DOI: 10.1111/sjoe.12054

  11. A UK Test of an Inflation-Adjusted Ohlson Model

    Journal of Business Finance & Accounting

    Volume 32, Issue 3-4, April 2005, Pages: 487–534, Alan Gregory, Walid Saleh and Jon Tucker

    Article first published online : 20 APR 2005, DOI: 10.1111/j.0306-686X.2005.00602.x

  12. On testing for independence between the innovations of several time series

    Canadian Journal of Statistics

    Volume 40, Issue 3, September 2012, Pages: 447–479, Pierre Duchesne, Kilani Ghoudi and Bruno Rémillard

    Article first published online : 16 JUL 2012, DOI: 10.1002/cjs.11141

  13. Trade and Wage Inequality: Local versus Global Comparative Advantages

    The World Economy

    Volume 33, Issue 12, December 2010, Pages: 1757–1787, Alessia Matano and Paolo Naticchioni

    Article first published online : 24 DEC 2010, DOI: 10.1111/j.1467-9701.2010.01293.x

  14. Does Institutional Change Really Matter? Inflation Targets, Central Bank Reform and Interest Rate Policy in the OECD Countries

    The Manchester School

    Volume 70, Issue 4, June 2002, Pages: 487–527, V. Anton Muscatelli, Patrizio Tirelli and Carmine Trecoci

    Article first published online : 16 DEC 2002, DOI: 10.1111/1467-9957.00298

  15. The impacts of trade liberalization on employment and wages in Tunisian industries

    Journal of International Development

    Volume 17, Issue 4, May 2005, Pages: 527–551, Ilham Haouas, Mahmoud Yagoubi and Almas Heshmati

    Article first published online : 30 MAR 2005, DOI: 10.1002/jid.1173

  16. You have free access to this content
    When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 35–65, TIM LOUGHRAN and BILL MCDONALD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01625.x

  17. Identifying the default-mode component in spatial IC analyses of patients with disorders of consciousness

    Human Brain Mapping

    Volume 33, Issue 4, April 2012, Pages: 778–796, Andrea Soddu, Audrey Vanhaudenhuyse, Mohamed Ali Bahri, Marie-Aurelie Bruno, Mélanie Boly, Athena Demertzi, Jean-Flory Tshibanda, Christophe Phillips, Mario Stanziano, Smadar Ovadia-Caro, Yuval Nir, Pierre Maquet, Michele Papa, Rafael Malach, Steven Laureys and Quentin Noirhomme

    Article first published online : 11 APR 2011, DOI: 10.1002/hbm.21249

  18. EXCESS RETURNS AND RISK AT THE LONG END OF THE TREASURY MARKET: AN EGARCH-M APPROACH

    Journal of Financial Research

    Volume 19, Issue 3, Fall 1996, Pages: 443–457, Allan D. Brunner and David P. Simon

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00224.x

  19. Asset Pricing at the Millennium

    The Journal of Finance

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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00260

  20. Skeletochronological assessment of age structure and population stability for two threatened frog species

    Australian Journal of Ecology

    Volume 24, Issue 2, April 1999, Pages: 182–189, DON A. DRISCOLL

    Article first published online : 12 AUG 2009, DOI: 10.1046/j.1442-9993.1999.241961.x