| Title | Other author(s) | |
|---|---|---|
State-Dependent Pricing under Infrequent Information: A Unified FrameworkNew York Fed Staff reports [View] (Paper: 455, 23.06.2010) |
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Bond Liquidity PremiaBank of Canada Working papers [View] (Paper: 2009-28, 07.10.2009) JEL: E43 |
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Assessing and Valuing the Non-Linear Structure of Hedge Fund ReturnsBank of Canada Working papers [View] (Paper: 2006-31, 25.09.2006) |
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The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based ApproachBank of Canada Working papers [View] (Paper: 2005-36, 18.11.2005) |
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State Dependence in Fundamentals and Preferences Explains Risk-Aversion PuzzleBank of Canada Working papers [View] (Paper: 2005-09, 08.04.2005) |
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The Stochastic Discount Factor: Extending the Volatility Bound and a New Approach to Portfolio Selection with Higher-Order MomentsBank of Canada Working papers [View] (Paper: 2005-02, 10.02.2005) |
