Conditioning Information and Variance Bounds on Pricing Kernels-Reference-Cited by-同舟云学术

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Conditioning Information and Variance Bounds on Pricing Kernels

Published:2001 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Bekaert Geert,Liu Jun

Publisher

Elsevier BV

Reference43 articles.

1. Risk Premia and Variance Bounds;Pierluigi Balduzzi;Journal of Finance,1997

2. Exchange-Rate Volatility and Deviations From Unbiasedness in a Cash-In-Advance Model;Geert Bekaert;Journal of International Economics,1994

3. The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective;Geert Bekaert;Review of Financial Studies,1996

4. Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets;Geert Bekaert;Journal of Finance,1992

5. Conditioning Information and Variance Bounds on Pricing Kernels

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