| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns |
0 |
0 |
0 |
119 |
2 |
6 |
12 |
220 |
| A Monte-Carlo Method for Optimal Portfolios |
0 |
0 |
0 |
1,524 |
0 |
1 |
4 |
3,741 |
| A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models |
0 |
0 |
0 |
698 |
2 |
4 |
5 |
3,350 |
| AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
828 |
| Alleviating Coordination Problems and Regulatory Constraints through Financial Risk Management |
0 |
0 |
0 |
28 |
0 |
0 |
0 |
120 |
| An Analysis of the Real Interest Rate Under Regime Shifts |
0 |
0 |
1 |
859 |
3 |
8 |
17 |
3,457 |
| An Analysis of the Real Interest rate Under Regime Shifts |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
942 |
| An Analysis of the Real Interest rate Under Regime Shifts |
0 |
0 |
0 |
103 |
2 |
8 |
9 |
517 |
| An analysis of Real Interest Rate Under Regime Shifts |
0 |
0 |
0 |
0 |
6 |
7 |
7 |
105 |
| An analysis of Real Interest Rate Under Regime Shifts |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
227 |
| Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
14 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
54 |
1 |
1 |
3 |
199 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
457 |
3 |
4 |
6 |
1,771 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
1 |
649 |
3 |
3 |
12 |
1,737 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
288 |
| Artificial Intelligence and Beyond for Finance |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
15 |
| Artificial Intelligence for Finance - Preface |
0 |
0 |
0 |
0 |
0 |
1 |
16 |
16 |
| Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns |
0 |
0 |
0 |
175 |
0 |
2 |
3 |
522 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
171 |
0 |
3 |
5 |
780 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
589 |
0 |
2 |
7 |
2,596 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
398 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
10 |
1 |
5 |
6 |
404 |
| Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
8 |
2 |
3 |
3 |
61 |
| Asymptotic Null Contribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
132 |
| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
1 |
3 |
867 |
3 |
5 |
13 |
4,380 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
312 |
0 |
1 |
4 |
1,205 |
| Asymptotic Properties of Monte Carlo Estimators of Diffusion Processes |
0 |
0 |
0 |
1 |
11 |
13 |
15 |
335 |
| Bond Liquidity Premia |
0 |
0 |
1 |
97 |
2 |
6 |
11 |
309 |
| Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
231 |
| Can Well-Fitted Equilibrium Asset Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
105 |
| Can a well-fitted equilibrium asset pricing model produce mean reversion? |
0 |
0 |
0 |
9 |
1 |
1 |
2 |
107 |
| Consumption and Equilibrium Asset Pricing: an Empirical Assessment |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
140 |
| Consumption and Equilibrium Asset Pricing: an Empirical Assessment |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
215 |
| Consumption and equilibrium asset pricing: An empirical assessment |
0 |
0 |
0 |
24 |
1 |
2 |
4 |
128 |
| Dependence Structure and Extreme Comovements in International Equity and Bond Markets |
0 |
0 |
0 |
170 |
1 |
3 |
7 |
512 |
| Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles |
0 |
0 |
0 |
1 |
0 |
3 |
6 |
587 |
| Disappointment Aversion as a Solution to the Equity Premium and the Risk-Free Rate Puzzles |
0 |
0 |
0 |
630 |
8 |
10 |
13 |
3,327 |
| Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles |
0 |
0 |
0 |
37 |
1 |
2 |
4 |
215 |
| Disentangling Risk Aversion and Intertemporal Substitution Through a Reference Level |
0 |
0 |
0 |
189 |
1 |
1 |
5 |
946 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables |
0 |
0 |
0 |
8 |
1 |
1 |
1 |
292 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) |
0 |
0 |
0 |
442 |
2 |
3 |
4 |
2,277 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables |
0 |
0 |
0 |
84 |
3 |
6 |
9 |
360 |
| Empirical Assessment of an Intertemporal option Pricing Model with Latent variables |
0 |
0 |
0 |
1 |
2 |
4 |
4 |
248 |
| Estimation of stable distributions by indirect inference |
0 |
0 |
0 |
74 |
2 |
3 |
4 |
258 |
| Estimation of stable distributions with indirect inference |
0 |
0 |
0 |
5 |
2 |
7 |
8 |
57 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
0 |
1 |
4 |
5 |
186 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
157 |
1 |
6 |
7 |
1,103 |
| Excess Sensitivity and Asymmetries in Consumption: an Empirical Investigation |
0 |
0 |
0 |
21 |
1 |
2 |
3 |
139 |
| Extracting Tail Risk from High-Frequency S&P 500 Returns |
0 |
0 |
0 |
8 |
1 |
3 |
6 |
29 |
| Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns |
0 |
0 |
0 |
27 |
4 |
9 |
9 |
61 |
| Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns |
1 |
2 |
2 |
33 |
2 |
5 |
10 |
141 |
| Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices |
0 |
0 |
0 |
88 |
2 |
5 |
7 |
259 |
| Generalized Disappointment Aversion, Long Run Volatility Risk and Asset Prices |
0 |
0 |
0 |
27 |
0 |
2 |
4 |
109 |
| High-Frequency Tail Risk Premium and Stock Return Predictability |
0 |
0 |
8 |
8 |
2 |
5 |
9 |
9 |
| Incorporating Second-Order Functional Knowledge for Better Option Pricing |
1 |
1 |
3 |
60 |
2 |
3 |
16 |
360 |
| Indexation, Staggering and Disinflation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
101 |
| Indexation, Staggering and Disinflation |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
143 |
| Indexation, staggering and disinflation |
0 |
0 |
0 |
11 |
1 |
1 |
1 |
61 |
| Infrequent information, optimal time and state dependent rules, and aggregate effects |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
69 |
| Latent Variable Models for Stochastic Discount |
0 |
0 |
0 |
3 |
9 |
10 |
10 |
240 |
| Latent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
128 |
1 |
1 |
2 |
527 |
| Latent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
528 |
1 |
2 |
3 |
2,724 |
| Les modèles de prévisions économiques |
0 |
0 |
0 |
72 |
1 |
1 |
1 |
263 |
| Letent Variable Models for Stochastic Discount Factors |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
257 |
| MEAN AVERSION IN EQUILIBRIUM ASSET PRICES: COMMENT |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
352 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility |
0 |
0 |
0 |
127 |
1 |
1 |
2 |
340 |
| Measuring causality between volatility and returns with high-frequency data |
0 |
0 |
0 |
96 |
2 |
2 |
4 |
405 |
| Modelling Risk Premiums in Equity and Foreign Exchange Markets |
0 |
0 |
0 |
544 |
0 |
2 |
3 |
1,693 |
| Nonparametric Assessment of Hedge Fund Performance |
0 |
0 |
0 |
10 |
3 |
6 |
11 |
48 |
| Nonparametric Assessment of Hedge Fund Performance |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
19 |
| Nonparametric Tail Risk, Stock Returns and the Macroeconomy |
0 |
0 |
1 |
79 |
2 |
2 |
6 |
137 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
76 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
547 |
3 |
3 |
3 |
2,215 |
| On the Dynamic Specification of International Asset Pricing Models |
0 |
0 |
0 |
0 |
5 |
6 |
7 |
176 |
| Optimal Rules under Adjustment Cost and Infrequent Information |
0 |
0 |
0 |
40 |
1 |
1 |
2 |
258 |
| Persistent Monetary Non-neutrality in an Estimated Model with Menu Costs and Partially Costly Information |
0 |
2 |
3 |
33 |
0 |
3 |
7 |
113 |
| Portfolio Allocation and Reinforcement Learning |
0 |
0 |
0 |
0 |
2 |
2 |
13 |
13 |
| Pricing and Hedging Derivative Securities with Neural Networks and a Homogeneity Hint |
1 |
2 |
3 |
669 |
2 |
8 |
14 |
2,331 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
1 |
848 |
0 |
1 |
5 |
4,529 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
0 |
110 |
0 |
1 |
1 |
547 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
0 |
13 |
1 |
4 |
4 |
89 |
| Risk Aversion, Intertemporal Substitution, and Option Pricing |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
499 |
| Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates |
0 |
0 |
0 |
85 |
1 |
4 |
5 |
292 |
| Risk Premium and Risk Price in the Equity MarketRisk |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
12 |
| State Dependence in Fundamentals and Preferences Explains Risk-Aversion Puzzle |
0 |
0 |
0 |
111 |
5 |
6 |
10 |
338 |
| State-dependent pricing under infrequent information: a unified framework |
0 |
0 |
0 |
41 |
0 |
3 |
3 |
140 |
| Structural Change and Asset Pricing in Emerging Markets |
0 |
0 |
0 |
564 |
2 |
7 |
9 |
2,343 |
| Tail Risk and Asset Prices in the Short-term |
0 |
1 |
1 |
5 |
3 |
8 |
13 |
24 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
79 |
3 |
6 |
7 |
472 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
353 |
2 |
3 |
4 |
2,131 |
| Tests of Conditional Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
537 |
2 |
4 |
7 |
2,100 |
| Tests of Conditonal Asset Pricing Models in the Brazilian Stock Market |
0 |
0 |
0 |
1 |
13 |
15 |
17 |
837 |
| Tests of conditional asset pricing models in the Brazilian stock market |
0 |
0 |
0 |
42 |
1 |
4 |
6 |
217 |
| Tests of conditional asset pricing models in the brazilian stock market |
0 |
1 |
1 |
6 |
5 |
7 |
7 |
408 |
| The Alleviation of Coordination Problems through Financial Risk Management |
0 |
0 |
0 |
40 |
1 |
3 |
7 |
193 |
| The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach |
0 |
0 |
0 |
152 |
0 |
4 |
4 |
594 |
| The Econometrics of Option Pricing |
0 |
0 |
1 |
1,258 |
0 |
4 |
10 |
3,139 |
| The Macroeconomic Effects of Infrequent Information With Adjustment Costs |
0 |
0 |
0 |
0 |
2 |
5 |
6 |
285 |
| The Macroeconomic Effects of Infrequent Information with Adjustment Costs |
0 |
1 |
2 |
30 |
1 |
3 |
4 |
234 |
| The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order Moments |
0 |
0 |
0 |
191 |
2 |
5 |
9 |
770 |
| The Value of Real and Financial Risk Management |
0 |
0 |
0 |
311 |
0 |
3 |
4 |
1,022 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
1 |
1 |
8 |
1 |
4 |
5 |
129 |
| Time- and State-Dependent Pricing: A Unified Framework |
0 |
1 |
3 |
26 |
3 |
6 |
14 |
101 |
| Uncovering asset market participation from household consumption and income |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
2 |
| Total Working Papers |
3 |
13 |
36 |
16,536 |
188 |
380 |
637 |
75,078 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Model-Free Measure of Aggregate Idiosyncratic Volatility and the Prediction of Market Returns |
0 |
0 |
0 |
19 |
2 |
6 |
8 |
86 |
| A Monte Carlo Method for Optimal Portfolios |
0 |
1 |
3 |
282 |
3 |
6 |
13 |
619 |
| A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models |
0 |
0 |
0 |
15 |
0 |
1 |
1 |
64 |
| Alleviating Coordination Problems and Regulatory Constraints Through Financial Risk Management |
0 |
0 |
0 |
2 |
3 |
4 |
7 |
29 |
| An Analysis of the Real Interest Rate under Regime Shifts |
0 |
0 |
3 |
806 |
3 |
5 |
28 |
2,009 |
| Application of a simulation software to the analysis of a peasant farming system |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
47 |
| Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon |
0 |
0 |
0 |
13 |
1 |
2 |
5 |
43 |
| Are the Effects of Monetary Policy Asymmetric? |
0 |
0 |
0 |
0 |
1 |
6 |
8 |
451 |
| Assessing and valuing the nonlinear structure of hedge fund returns |
0 |
0 |
0 |
31 |
1 |
1 |
1 |
96 |
| Assessing misspecified asset pricing models with empirical likelihood estimators |
0 |
0 |
0 |
69 |
2 |
6 |
7 |
237 |
| Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models |
0 |
0 |
0 |
1 |
2 |
4 |
12 |
2,321 |
| Asymptotic Properties of Monte Carlo Estimators of Derivatives |
0 |
0 |
0 |
6 |
2 |
5 |
5 |
53 |
| Asymptotic properties of Monte Carlo estimators of diffusion processes |
0 |
0 |
1 |
41 |
2 |
9 |
11 |
179 |
| Bond Liquidity Premia |
0 |
0 |
0 |
45 |
1 |
3 |
6 |
181 |
| Can a Well-Fitted Equilibrium Asset-Pricing Model Produce Mean Reversion? |
0 |
0 |
0 |
63 |
2 |
4 |
6 |
393 |
| Comment |
0 |
0 |
0 |
4 |
1 |
3 |
3 |
39 |
| Consumption and equilibrium asset pricing: An empirical assessment |
0 |
0 |
1 |
59 |
1 |
2 |
3 |
214 |
| Dependence structure and extreme comovements in international equity and bond markets |
0 |
0 |
0 |
97 |
1 |
3 |
3 |
396 |
| Disentangling risk aversion and intertemporal substitution through a reference level |
0 |
0 |
2 |
54 |
3 |
5 |
9 |
204 |
| Disequilibrium Econometrics for Business Loans |
0 |
0 |
0 |
211 |
1 |
4 |
6 |
505 |
| Econometric methods for derivative securities and risk management |
0 |
0 |
0 |
84 |
0 |
1 |
1 |
215 |
| Economic Implications of Nonlinear Pricing Kernels |
0 |
0 |
0 |
4 |
1 |
3 |
6 |
35 |
| Empirical assessment of an intertemporal option pricing model with latent variables |
0 |
0 |
0 |
89 |
3 |
3 |
6 |
304 |
| Erratum to Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
2 |
1 |
5 |
6 |
24 |
| Estimation of objective and risk-neutral distributions based on moments of integrated volatility |
0 |
0 |
0 |
51 |
1 |
1 |
2 |
221 |
| Estimation of stable distributions by indirect inference |
0 |
0 |
0 |
87 |
0 |
0 |
2 |
258 |
| Excess Sensitivity and Asymmetries in Consumption: An Empirical Investigation |
0 |
0 |
0 |
1 |
4 |
5 |
9 |
524 |
| Generalized Disappointment Aversion, Long-run Volatility Risk, and Asset Prices |
0 |
0 |
0 |
34 |
0 |
3 |
5 |
118 |
| High-Frequency Tail Risk Premium and Stock Return Predictability |
1 |
1 |
3 |
3 |
9 |
9 |
13 |
13 |
| Identification, inference and risk |
0 |
2 |
5 |
5 |
0 |
3 |
15 |
15 |
| Indexation, staggering and disinflation |
0 |
0 |
0 |
34 |
0 |
0 |
4 |
113 |
| Information asymétrique, contraintes de liquidité et investissement |
0 |
0 |
0 |
10 |
2 |
2 |
2 |
93 |
| Intermediary Leverage Shocks and Funding Conditions |
1 |
2 |
6 |
6 |
2 |
6 |
24 |
24 |
| Intertemporal asset allocation: A comparison of methods |
0 |
0 |
0 |
73 |
0 |
1 |
1 |
182 |
| L'effet redistributif de l'inflation de 1969 a 1975 sur les menages canadiens. (With English summary.) |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
145 |
| La théorie économique de l’information: exposé synthétique de la littérature |
0 |
0 |
0 |
36 |
4 |
7 |
9 |
243 |
| Measuring High-Frequency Causality Between Returns, Realized Volatility, and Implied Volatility |
0 |
0 |
0 |
17 |
1 |
2 |
4 |
60 |
| Modèles d’évaluation des actifs financiers dans les marchés boursiers en émergence: identification des facteurs de risque et tests de changement structurel |
0 |
0 |
0 |
18 |
0 |
0 |
2 |
159 |
| Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
33 |
3 |
5 |
6 |
158 |
| Nonparametric assessment of hedge fund performance |
0 |
0 |
0 |
6 |
1 |
3 |
7 |
42 |
| Optimal portfolio strategies in the presence of regimes in asset returns |
0 |
1 |
1 |
21 |
3 |
7 |
9 |
64 |
| Persistent Monetary Non-neutrality in an Estimated Menu Cost Model with Partially Costly Information |
0 |
0 |
2 |
6 |
4 |
5 |
10 |
33 |
| Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) |
0 |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
| Predictive Modeling, Volatility, and Risk Management in Financial Markets: In Memory of Peter F. Christoffersen (Part I) |
0 |
0 |
0 |
8 |
0 |
2 |
3 |
24 |
| Pricing and hedging derivative securities with neural networks and a homogeneity hint |
0 |
0 |
2 |
202 |
2 |
6 |
15 |
615 |
| Prime de risque et prix du risque sur les actions |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
16 |
| Proper Conditioning for Coherent VaR in Portfolio Management |
0 |
0 |
1 |
15 |
1 |
2 |
4 |
82 |
| Rejoinder on: Nonparametric Tail Risk, Stock Returns, and the Macroeconomy |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
34 |
| Representation formulas for Malliavin derivatives of diffusion processes |
0 |
0 |
0 |
54 |
1 |
2 |
4 |
158 |
| Risk aversion, intertemporal substitution, and the term structure of interest rates |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
80 |
| Special Issue on "Multivariate Volatility Models" |
0 |
0 |
0 |
25 |
1 |
3 |
5 |
83 |
| State Dependence Can Explain the Risk Aversion Puzzle |
0 |
0 |
0 |
37 |
2 |
2 |
4 |
117 |
| Structural change and asset pricing in emerging markets |
0 |
0 |
2 |
90 |
3 |
3 |
6 |
323 |
| Tests of conditional asset pricing models in the Brazilian stock market |
0 |
0 |
0 |
87 |
1 |
5 |
5 |
295 |
| The Canadian macroeconomy and the yield curve: an equilibrium-based approach |
0 |
0 |
0 |
21 |
1 |
2 |
2 |
169 |
| The Canadian macroeconomy and the yield curve: an equilibrium‐based approach |
0 |
0 |
0 |
0 |
0 |
4 |
4 |
13 |
| The JFEC Invited Lecture at the 2008 SoFiE Conference |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
40 |
| The JFEC Invited Lecture at the 2009 SoFiE Conference |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
69 |
| The long and the short of the risk-return trade-off |
0 |
0 |
0 |
14 |
0 |
2 |
8 |
114 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
1 |
1 |
1 |
0 |
3 |
5 |
12 |
| The macroeconomic effects of infrequent information with adjustment costs |
0 |
0 |
1 |
49 |
2 |
4 |
6 |
400 |
| The option CAPM and the performance of hedge funds |
0 |
0 |
0 |
47 |
3 |
4 |
5 |
193 |
| Uncovering asset market participation from household consumption and income |
0 |
1 |
1 |
1 |
5 |
10 |
16 |
16 |
| Uses of first line emergency services in Cuba |
0 |
0 |
0 |
7 |
0 |
1 |
2 |
61 |
| Viewpoint: Option prices, preferences, and state variables |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
10 |
| Viewpoint: Option prices, preferences, and state variables |
0 |
0 |
0 |
29 |
0 |
2 |
2 |
153 |
| Total Journal Articles |
2 |
9 |
35 |
3,164 |
101 |
222 |
411 |
14,292 |
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