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Ex-post risk premia estimation and asset pricing tests using large cross sections: The regression-calibration approach Kim, Soohun; Skoulakis, Georgios, JOURNAL OF ECONOMETRICS, v.204, no.2, pp.159 - 188, 2018-06 |
Using the credit spread as an option-risk factor: Size and value effects in CAPM Hwang, Young-Soon; Min, Hong Ghi; McDonald, Judith A.; Kim, Hwagyun; Kim, Bong-Han, JOURNAL OF BANKING FINANCE, v.34, pp.2995 - 3009, 2010-12 |
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