Garcia, René
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Incoming Resources
- Contributor of7
- Can a well-fitted equilibrium asset pricing model produce mean reversion?
- Disappointment aversion as a solution to the equity premium and the risk-free rate puzzles
- On the dynamic specification of international asset pricing models
- Indexation, staggering and disinflation
- The macroeconomic effects of infrequent information with adjustment costs
- Consumption and equilibrium asset pricing, an empirical assessment
- Tests of conditional asset pricing models in the Brazilian stock market
- Creator of9
- Asymptotic null distribution of the likeihood ratio test inj Markow switching models
- Latent variable models for stochastic discount factors
- Asymmetric smiles, leverage effects and structural parameters
- Excess sensitivity and asymmetries in consumption, an empirical investigation
- Empirical assessment of an intertemporal option pricing model with latent variables
- An analysis of the real interest rate under regime shifts
- Risk aversion, intertemporal substitution, and option pricing
- Excess sensitivity and asymmetries in consumption, an empirical investigation
- Are the effects of monetary policy asymmetric?