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Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
In: Finance Research Group Working Papers.
RePEc:hhb:aarbfi:2008-04.

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Cocites: 34

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Coauthors: 0

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Citations

Citations received by this document

  1. An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns. (2010). Møller, Stig ; Engsted, Tom ; Stig V. Møller, .
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:213-227.

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References

References cited by this document

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  13. Engsted, T., Møller, S.V., Tuong, V.M., 2008. Habit persistence and asset pricing: Evidence from Denmark. Working Paper, University of Aarhus.
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Cocites

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  3. Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields. (2009). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, .
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  4. Global Liquidity, Risk Premiums and Growth Opportunities. (2009). de Nicolo, Gianni ; Ivaschenko, Iryna.
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  5. Long-horizon yield curve projections: comparison of semi-parametric and parametric approaches. (2008). Nyholm, Ken ; Rebonato, Riccardo.
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  6. Pricing Bonds in the Australian Market. (2008). Sullivan, James ; Bilson, Christopher M. ; Brailsford, Timothy J. ; Treepongkaruna, Sirimon.
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  7. The Term Structure of Inflation Expectations. (2008). Mueller, Philippe ; Chernov, Mikhail.
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  8. Yield curve, time varying term premia, and business cycle fluctuations. (2008). Modena, Matteo.
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  9. The Wealth-Consumption Ratio. (2008). Verdelhan, Adrien ; Van Nieuwerburgh, Stijn ; Lustig, Hanno.
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  10. Habit persistence: Explaining cross-sectional variation in returns and time-varying expected returns. (2008). Møller, Stig ; Moller, Stig Vinther .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2008-04.

    Full description at Econpapers || Download paper

  11. An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates. (2008). Modena, Matteo.
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  12. Valuation of intergenerational transfers in funded collective pension schemes. (2008). Hoevenaars, Roy ; PONDS, EDUARD H. M., .
    In: Insurance: Mathematics and Economics.
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  13. Multivariate Feller conditions in term structure models: Why do(nt) we care?. (2008). Vlaar, Peter ; Veerman, Enno ; Spreij, Peter.
    In: DNB Working Papers.
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  14. The Term Structure of Inflation Expectations. (2008). Mueller, Philippe ; Chernov, Mikhail.
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  15. Tips from TIPS: the informational content of Treasury Inflation-Protected Security prices. (2008). Wei, Min ; D'Amico, Stefania ; Kim, Don H.
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  16. Multivariate Feller conditions in term structure models: Why do(nt) we care?. (2008). Vlaar, Peter ; Veerman, Enno ; Spreij, Peter.
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  17. Inflation risk premia in the term structure of interest rates. (2007). Tristani, Oreste ; Hördahl, Peter ; Hordahl, Peter.
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  18. Term Structure Modeling for Pension Funds:What to do in Practice?. (2007). Vlaar, Peter.
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  24. Stock and Bond Returns with Moody Investors. (2006). Engstrom, Eric ; Bekaert, Geert ; Grenadier, Steve.
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  25. Risk, Uncertainty and Asset Prices. (2006). Xing, Yuhang ; Engstrom, Eric ; Bekaert, Geert.
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  26. Term structure estimation without using latent factors. (2005). Duffee, Greg.
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  28. No-arbitrage Taylor rules. (2005). Piazzesi, Monika ; Dong, Sen ; Ang, Andrew.
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