Publications des institutions partenaires
41 - 60 of 69
Are Securitized Real Estate Returns more Predictable than Stock Returns?
This paper examines whether the predictability of securitized real estate returns differs from that of stock returns. It also provides a cross-country comparison of securitized real estate return predictability. In contrast to most of the literature on this issue, the analysis is not based on a multifactor asset pricing framework as such analyses may bias the results.We use a time...
Institution partenaire
English / 01/01/2010
Bounded rationality and asset pricing with intermediate consumption
Institution partenaire
English / 01/01/2009
Foreign exchange exposure of U.S. firms and macroeconomic conditions: is there a link?
Institution partenaire
English / 01/01/2009
On the pricing of investable securities and the role of implicit barriers
Institution partenaire
English / 01/01/2008
Stock options and managers' incentives to cheat
Institution partenaire
English / 01/01/2008
The estimation of copulas : theory and practice
Institution partenaire
English / 01/01/2007
Heterogeneous preferences and equilibrium trading volume
Institution partenaire
English / 01/01/2007
Are the investable indices priced globally or locally?
Institution partenaire
English / 01/01/2007
Incomplete information, heterogeneity, and asset pricing
Institution partenaire
English / 01/01/2006
Credit migration and basket derivatives pricing with copulas
Institution partenaire
English / 01/01/2006
Consistency of asymmetric kernel density estimators and smoothed histograms with application to income data
We consider asymmetric kernel density estimators and smoothed histograms when the unknown probability density function f is defined on [0,+infinity). Uniform weak consistency on each compact set in [0,+infinity) is proved for these estimators when f is continuous on its support. Weak convergence in L_1 is also established. We further prove that the asymmetric kernel density estimator...
Institution partenaire
English / 01/01/2005
Nonparametric estimation of conditional expected shortfall
Institution partenaire
English / 01/01/2005
Is exchange risk priced beyond intertemporal risk?
Institution partenaire
English / 01/01/2005
Density estimation using inverse and reciprocal inverse Gaussian kernels
Institution partenaire
English / 01/01/2004
Nonparametric estimation and sensitivity analysis of expected shortfall
Institution partenaire
Français / 01/01/2004
Indirect inference, nuisance parameter and threshold moving average models
Institution partenaire
English / 01/01/2003
Nonparametric estimation of copulas for time series
Institution partenaire
English / 01/01/2003
An empirical investigation in credit spread indices
Institution partenaire
English / 01/01/2001
Convergence of discrete time option pricing models under stochastic interest rates
Institution partenaire
English / 01/01/2000
Pages
Le portail de l'information économique suisse
© 2016 Infonet Economy
