Recommendations
- Rational Asset Pricing Bubbles
- Asset price bubbles in complete markets
- Bubbles and market crashes
- Intrinsic bubbles and asset price volatility
- Asset price bubbles in incomplete markets
- Bubbles and multiple-factor asset pricing models
- Relative asset price bubbles
- Bubbles and capital flows
- Stock market bubbles in the laboratory
Cites work
- A joint econometric model of macroeconomic and term-structure dynamics
- A randomized sequential procedure to determine the number of factors
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- Affine General Equilibrium Models
- Affine processes and applications in finance
- Asset bubbles, endogenous growth, and financial frictions
- Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach
- scientific article; zbMATH DE number 2174797 (Why is no real title available?)
- scientific article; zbMATH DE number 777596 (Why is no real title available?)
- Identification and estimation of Gaussian affine term structure models
- Improved penalization for determining the number of factors in approximate factor models
- Martingales and arbitrage in multiperiod securities markets
- Resolving the spanning puzzle in macro-finance term structure models
- Testing for multiple bubbles: historical episodes of exuberance and collapse in the S\&P 500
- The affine arbitrage-free class of Nelson-Siegel term structure models
- The Present-Value Relation: Tests Based on Implied Variance Bounds
- What does the yield curve tell us about GDP growth?
Cited in
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