Testing the boundaries of applicability of standard Stochastic Discount Factor models-Reference-Cited by-同舟云学术

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Testing the boundaries of applicability of standard Stochastic Discount Factor models

Published:2024-06 Issue: Volume:72 Page:101268
ISSN:1572-3089
Container-title:Journal of Financial Stability
language:en
Short-container-title:Journal of Financial Stability

Author:

Pezzo Luca^ORCID,Zhu Yinchu,Hassan M. Kabir,Tian Jiayuan^ORCID

Publisher

Elsevier BV

Reference41 articles.

1. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002

2. Volatility, the macroeconomy, and asset prices;Bansal;J. Finance,2014

3. Risks for the long run: A potential resolution of asset pricing puzzles;Bansal;J. Finance,2004

4. Rare disasters and asset markets in the twentieth century;Barro;Q. J. Econ.,2006

5. Asymmetric volatility and risk in equity markets;Bekaert;Rev. Financ. Stud.,2000

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Markov Decision Process Modeling in Pharmacoeconomics with Application Perspectives;Applied Mathematics and Nonlinear Sciences;2024-01-01

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