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Browsing by Subject "pricing kernels"

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ThumbnailNumberIssue Date TitleAuthor(s)
FIN-96-00916-Apr-1996 Affine Models of Currency PricingDavid, Backus; Foresi, Silverio; Telmer, Chris
FIN-96-00816-Apr-1996 Arbitrage Opportunities in Arbitrage-Free Models of Bond PricingDavid, Backus; Foresi, Silverio; Zin, Stanley
FIN-96-01019-Jan-1997 Macroeconomic Foundations of Higher Moments in Bond YieldsDavid, Backus; Foresi, Silverio; Wu, Liuren
FIN-94-0061-Jul-1994 The Forward Premium Anomaly: Three Examples in Search of a SolutionBackus, David K.; Foresi, Silverio; Telmer, Chris I.
Showing results 1 to 4 of 4

 

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