E-LIB Suche - Ergebnisse für: Lochstoer, Lars A.

1

Volatility Expectations and Returns:

LOCHSTOER, LARS A. ; MUIR, TYLER
The Journal of Finance. 77 (2022) 2 - p. 1055-1096 , 2022

Link: https://doi.org/10.1111/..

2

Pricing Currency Risks:

CHERNOV, MIKHAIL ; DAHLQUIST, MAGNUS ; LOCHSTOER, LARS
The Journal of Finance. 78 (2022) 2 - p. 693-730 , 2022

Link: https://doi.org/10.1111/..

3

The Real Channel for Nominal Bond-Stock Puzzles

NBER working paper series, no. w29085

Chernov, Mikhail ; Lochstoer, Lars A ; Song, Dongho , 2021

Link: https://www.nber.org/pap..

4

Conditional Dynamics and the Multihorizon Risk-Return Trade..:

Chernov, Mikhail ; Lochstoer, Lars A ; Lundeby, Stig R H.
The Review of Financial Studies. 35 (2021) 3 - p. 1310-1347 , 2021

Link: https://doi.org/10.1093/..

5

Pricing Currency Risks

NBER working paper series, no. w28260

Chernov, Mikhail ; Dahlquist, Magnus ; Lochstoer, Lars A , 2020

Link: https://www.nber.org/pap..

6

Volatility Expectations and Returns

NBER working paper series, no. w28102

Lochstoer, Lars A ; Muir, Tyler , 2020

Link: https://www.nber.org/pap..

7

What Drives Anomaly Returns?:

LOCHSTOER, LARS A. ; TETLOCK, PAUL C.
The Journal of Finance. 75 (2020) 3 - p. 1417-1455 , 2020

Link: https://doi.org/10.1111/..

8

What Drives Anomaly Returns?:

LOCHSTOER, LARS A. ; TETLOCK, PAUL C.
The Journal of Finance. 75 (2020) 3 - p. 1417-1455 , 2020

Link: https://www.jstor.org/st..

9

Conditional Dynamics and the Multi-Horizon Risk-Return Trad..

NBER working paper series, no. w25361

Chernov, Mikhail ; Lochstoer, Lars A ; Lundeby, Stig R. H , 2018

Link: https://www.nber.org/pap..

10

Asset Pricing When 'This Time Is Different':

Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
The Review of Financial Studies. 30 (2017) 2 - p. 505-538 , 2017

Link: http://www.jstor.org/sta..

11

Learning about Consumption Dynamics:

JOHANNES, MICHAEL ; LOCHSTOER, LARS A. ; MOU, YIQUN
The Journal of Finance. 71 (2016) 2 - p. 551-600 , 2016

Link: https://doi.org/10.1111/..

12

Learning about Consumption Dynamics:

JOHANNES, MICHAEL ; LOCHSTOER, LARS A. ; MOU, YIQUN
The Journal of Finance. 71 (2016) 2 - p. 551-600 , 2016

Link: http://www.jstor.org/sta..

13

Parameter Learning in General Equilibrium: The Asset Pricin..:

Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
The American Economic Review. 106 (2016) 3 - p. 664-698 , 2016

Link: http://www.jstor.org/sta..

14

Asset Pricing When 'This Time Is Different':

Collin-Dufresne, Pierre ; Johannes, Michael ; Lochstoer, Lars A.
Review of Financial Studies. 30 (2016) 2 - p. 505-535 , 2016

Link: https://doi.org/10.1093/..

15

Comment on "Growth uncertainty, generalized disappointment ..:

Lochstoer, Lars A.
Journal of Monetary Economics. 69 (2015) - p. 90-96 , 2015

Link: https://doi.org/10.1016/..