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Real and nominal interest rates : a discrete-time model and its continuous-time limit
Sun, Tong-sheng - In: The review of financial studies 5 (1992) 4, pp. 581-611
Persistent link: https://www.econbiz.de/10001137841
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A general equilibrium model of changing risk premia : theory and tests
Bossaerts, Peter L. - In: The review of financial studies 2 (1989) 4, pp. 467-493
Persistent link: https://www.econbiz.de/10001106407
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Asset prices and real exchange rates with deep habits
Heyerdahl-Larsen, Christian - In: The review of financial studies 27 (2014) 11, pp. 3280-3317
Persistent link: https://www.econbiz.de/10010530178
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Stock market risk and return : an equilibrium approach
Whitelaw, Robert F. - In: The review of financial studies 13 (2000) 3, pp. 521-547
Persistent link: https://www.econbiz.de/10001499742
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Ambiguity aversion and the term structure of interest rates
Gagliardini, Patrick; Porchia, Paolo; Trojani, Fabio - In: The review of financial studies 22 (2009) 10, pp. 4157-4188
Persistent link: https://www.econbiz.de/10003887015
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Investors' and central bank's uncertainty embedded in index options
David, Alexander; Veronesi, Pietro - In: The review of financial studies 27 (2014) 6, pp. 1661-1716
Persistent link: https://www.econbiz.de/10010371395
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The equity premium and the one percent
Akira Toda, Alexis; Walsh, Kieran - In: The review of financial studies 33 (2020) 8, pp. 3583-3623
Persistent link: https://www.econbiz.de/10012249745