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JEL: C32 - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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Journal Article

Term Structure of Risk in Expected Returns Get access

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Irina Zviadadze
The Review of Financial Studies, Volume 34, Issue 12, December 2021, Pages 6032–6086, https://doi.org/10.1093/rfs/hhab013
Published: 30 January 2021
Journal Article

Testing for Multiple-Horizon Predictability: Direct Regression Based versus Implication Based Get access

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Ke-Li Xu
The Review of Financial Studies, Volume 33, Issue 9, September 2020, Pages 4403–4443, https://doi.org/10.1093/rfs/hhz135
Published: 11 November 2019
Journal Article

Riding the Bubble with Convex Incentives Get access

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Juan Sotes-Paladino and Fernando Zapatero
The Review of Financial Studies, Volume 32, Issue 4, April 2019, Pages 1416–1456, https://doi.org/10.1093/rfs/hhy074
Published: 17 July 2018
Journal Article

On Correlation and Default Clustering in Credit Markets Get access

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Antje Berndt and others
The Review of Financial Studies, Volume 23, Issue 7, July 2010, Pages 2680–2729, https://doi.org/10.1093/rfs/hhq015
Published: 29 March 2010