Cesare Robotti - Central Bank Research Hub

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2003

	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 Raymond Kan
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 Raymond Kan
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 Raymond Kan
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	Nikolay Gospodinov Raymond Kan
Abstract	Working Paper 2010-4 Atlanta Fed Working papers [View] (Paper: 2010-04, 09.04.2010) JEL: C12, C13, G12	Nikolay Gospodinov Raymond Kan
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)	Jay Shanken Raymond Kan
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)	Raymond Kan
Abstract Full text	The Exact Distribution of the Hansen-Jagannathan Bound Atlanta Fed Working papers [View] (Paper: 2008-09, 26.02.2008)	Raymond Kan
Abstract Full text	Model Comparison Using the Hansen-Jagannathan Distance Atlanta Fed Working papers [View] (Paper: 2007-04, 01.06.2007)	Raymond Kan
Abstract Full text	Specification Tests of Asset Pricing Models Using Excess Returns Atlanta Fed Working papers [View] (Paper: 2006-10, 05.10.2006)	Raymond Kan
Abstract Full text	Asset-Pricing Models and Economic Risk Premia: A Decomposition Atlanta Fed Working papers [View] (Paper: 2005-13, 29.07.2005) JEL: G12	Pierluigi Balduzzi
Abstract Full text	Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-beta Models Atlanta Fed Working papers [View] (Paper: 2005-04, 11.03.2005) JEL: G12	Pierluigi Balduzzi
Abstract Full text	Playing the Field: Geomagnetic Storms and International Stock Markets Atlanta Fed Working papers [View] (Paper: 2003-5a, 06.03.2003)	Anna Krivelyova
Abstract Full text	Playing the Field: Geomagnetic Storms and International Stock Markets Atlanta Fed Working papers [View] (Paper: 2003-5, 21.02.2003) JEL: G1	Anna Krivelyova
Abstract Full text	Dynamic Strategies, Asset Pricing Models, and the Out-of-Sample Performance of the Tangency Portfolio Atlanta Fed Working papers [View] (Paper: 2003-6, 21.02.2003) JEL: G11, G12, G15
Abstract Full text	Minimum-Variance Kernels, Economic Risk Premia, and Tests of Multi-beta Models Atlanta Fed Working papers [View] (Paper: 2001-24, 31.01.2003) JEL: G12	Pierluigi Balduzzi
Abstract Full text	The Price of Inflation and Foreign Exchange Risk in International Equity Markets Atlanta Fed Working papers [View] (Paper: 2001-26, 31.01.2003) JEL: G12, G15

Papers by year: All | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2003