ESEM
| Presenter(s) | Type | Length | Chair | ||
|---|---|---|---|---|---|
| Michael Bauer Yunus Emre Ergemen Anne Lundgaard Hansen Terri van der Zwan | Contributed | 26/08 | 12:30 UTC |
90
mins |
Enrique Sentana
|
Papers
(Listed in order of presenters above)
Conditional Skewness of Treasury Yields
Read paperPredictive Regressions under Arbitrary Persistence and Stock Return Predictability
Read paperA Joint Model for the Term Structures of Interest Rates and Realized Volatility
Read paperEquity Risk Factors for the Long and Short Run: Pricing and Performance at Different Frequencies
Read paperEconometric Society General Sponsors
