Finance: Empirical Asset Pricing

EEA
Presenter(s) Type Archive date Archive time Length
Daniel Borup
Fabian Schupp
Milian Bachem
Philip Nadler
Contributed
27/08/20
14:30
90 mins
Presenter(s)
Type
Archive date
27/08/20
Archive time
14:30
Length
90 mins

Papers

(Listed in order of presenters above)

Asset pricing with data revisions

The (ir)relevance of the nominal lower bound for real yield curve analysis

Factors hiding in the tails: Bias in cross-sectional tail estimates

Empirical Asset Pricing with Functional Factors