What's Vol Got to Do with It

Author:

Drechsler Itamar,Yaron Amir

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics,Finance,Accounting

Reference38 articles.

1. Consumption, Dividends, and the Cross Section of Equity Returns

2. Rational Pessimism, Rational Exuberance, and Asset Pricing Models

3. Interpretable asset markets?

4. Bansal R Kiku D Yaron A . A Note on the Economics and Statistics of Predictability: A Long-run Risks Perspective 2007a. Working Paper, Wharton School, University of Pennsylvania.

5. ——–. Risks for the Long Run: Estimation and Inference 2007b. Working Paper, Wharton School, University of Pennsylvania.

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