Jacob Boudoukh

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Sovereign Credit Quality and Violations of the Law of One Price
Review of Finance
2022-01-19Paper
A multifactor, nonlinear, continuous-time model of interest rate votality2011-12-01Paper
Nonlinearities in the Relation Between the Equity Risk Premium and the Term Structure
Management Science
1998-06-04Paper
THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup>
Mathematical Finance
1994-01-01Paper


Research outcomes over time


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