A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem
Author:
Affiliation:
1. Smith School of Business, University of Maryland
2. Isenberg School of Management, University of Massachusetts - Amherst
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/31/2/532/24434545/hhx108.pdf
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4. Using asset prices to measure the persistence of the marginal utility of wealth.;Alvarez,;Econometrica,2005
5. Pricing foreign currency options under stochastic interest rates.;Amin,;Journal of International Money and Finance,1991
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