Raymond Kan - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006

	Title	Other author(s)
Abstract Full text	Robust Inference in Linear Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2012-17, 08.11.2012) JEL: C13, C32, G12	Nikolay Gospodinov Cesare Robotti
Abstract Full text	Analytical Solution for the Constrained Hansen-Jagannathan Distance under Multivariate Ellipticity Atlanta Fed Working papers [View] (Paper: 2012-18, 08.11.2012) JEL: G12	Nikolay Gospodinov Cesare Robotti
Abstract	Chi-Squared Tests for Evaluation and Comparison of Asset Pricing Models Atlanta Fed Working papers [View] (Paper: 2011-08, 30.03.2011) JEL: C12, C13, G12	Nikolay Gospodinov Cesare Robotti
Abstract	Further Results on the Limiting Distribution of GMM Sample Moment Conditions Atlanta Fed Working papers [View] (Paper: 2010-11, 30.07.2010) JEL: C13, C32, G12	Cesare Robotti Nikolay Gospodinov
Abstract	Working Paper 2010-4 Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010) JEL: C12, C13, G12	Cesare Robotti Nikolay Gospodinov
Abstract Full text	Pricing Model Performance and the Two-Pass Cross-Sectional Regression Methodology Atlanta Fed Working papers [View] (Paper: 2009-11, 24.03.2009)	Cesare Robotti Jay Shanken
Abstract Full text	A Note on the Estimation of Asset Pricing Models Using Simple Regression Betas Atlanta Fed Working papers [View] (Paper: 2009-12, 24.03.2009)	Cesare Robotti
Abstract Full text	The Exact Distribution of the Hansen-Jagannathan Bound Atlanta Fed Working papers [View] (Paper: 2008-09, 26.02.2008)	Cesare Robotti
Abstract Full text	Model Comparison Using the Hansen-Jagannathan Distance Atlanta Fed Working papers [View] (Paper: 2007-04, 01.06.2007)	Cesare Robotti
Abstract Full text	Specification Tests of Asset Pricing Models Using Excess Returns Atlanta Fed Working papers [View] (Paper: 2006-10, 05.10.2006)	Cesare Robotti

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006