this work references cited by second hopReferences
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
- 1992ARCH modeling in finance4,288 cited
- 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
- 1984Forward and spot exchange rates2,167 cited
- 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
- 2005There is a risk-return trade-off after all1,019 cited
- 1990Anomalies: Foreign Exchange902 cited
- 1989Forward Discount Bias: Is it an Exchange Risk Premium?715 cited
- 2000The forward premium puzzle: different tales from developed and emerging economies501 cited
- 2001Uncovering the Risk-Return Relation in the Stock Market500 cited
- 1985Conditional variance and the risk premium in the foreign exchange market485 cited
- 1994A reconsideration of the uncovered interest parity relationship445 cited
- 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
- 2008Forecasting volatility of crude oil markets367 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work