Issue navigation
Volume 16, Issue 2, Spring 2018
Articles
Identification-Robust Inference on Risk Premia of Mimicking Portfolios of Non-traded Factors
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 155–190, https://doi.org/10.1093/jjfinec/nby005
Testing High-Dimensional Linear Asset Pricing Models
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 191–210, https://doi.org/10.1093/jjfinec/nby002
Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 211–243, https://doi.org/10.1093/jjfinec/nbx016
Is Imperfection Better? Evidence from Predicting Stock and Bond Returns
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 244–270, https://doi.org/10.1093/jjfinec/nby003
Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 271–296, https://doi.org/10.1093/jjfinec/nby001
Can Volatility Models Explain Extreme Events?
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 297–315, https://doi.org/10.1093/jjfinec/nbx031
Structural Volatility Impulse Response Function and Asymptotic Inference
Journal of Financial Econometrics, Volume 16, Issue 2, Spring 2018, Pages 316–339, https://doi.org/10.1093/jjfinec/nbx029
