Amanote Research

Amanote Research

    RegisterSign In

Equilibrium Moment Restrictions on Asset Returns: Normal and Crisis Periods

European Journal of Finance - United Kingdom
doi 10.1080/1351847x.2012.742024
Full Text
Open PDF
Abstract

Available in full text

Categories
EconomicsEconometricsFinance
Date

January 22, 2013

Authors
P. SimmonsN. Tantisantiwong
Publisher

Informa UK Limited


Related search

Asset Market Linkages in Crisis Periods

Review of Economics and Statistics
EconomicsEconometricsSocial Sciences
2004English

Asset Pricing Restrictions on Predictability: Frictions Matter

Management Science
Management ScienceManagementOperations ResearchStrategy
2012English

Asset Returns and Financial Fragility

SSRN Electronic Journal
2016English

Displacement Risk and Asset Returns

Journal of Financial Economics
ManagementFinanceEconomicsStrategyAccountingEconometrics
2012English

Robustness, Infinitesimal Neighborhoods, and Moment Restrictions

SSRN Electronic Journal
2009English

Short Rates and Expected Asset Returns

1990English

Asset Returns With Earnings Management

SSRN Electronic Journal
2010English

Tests of Additional Conditional Moment Restrictions

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Approximate Equilibrium Asset Prices

1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy