Parameter Learning in General Equilibrium: The Asset Pricing Implications
Collin-Dufresne, Pierre, Johannes, Michael, Lochstoer, Lars A.
Published in The American economic review (01.03.2016)
Published in The American economic review (01.03.2016)
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Journal Article
Pricing Currency Risks
CHERNOV, MIKHAIL, DAHLQUIST, MAGNUS, LOCHSTOER, LARS
Published in The Journal of finance (New York) (01.04.2023)
Published in The Journal of finance (New York) (01.04.2023)
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Journal Article
Limits to arbitrage and hedging: Evidence from commodity markets
Acharya, Viral V., Lochstoer, Lars A., Ramadorai, Tarun
Published in Journal of financial economics (01.08.2013)
Published in Journal of financial economics (01.08.2013)
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Journal Article
Investor Inattention and the Market Impact of Summary Statistics
Gilbert, Thomas, Kogan, Shimon, Lochstoer, Lars, Ozyildirim, Ataman
Published in Management science (01.02.2012)
Published in Management science (01.02.2012)
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Journal Article
The Real Channel for Nominal Bond-Stock Puzzles
Chernov, Mikhail, Lochstoer, Lars A, Song, Dongho
Published in NBER Working Paper Series (01.07.2021)
Published in NBER Working Paper Series (01.07.2021)
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Paper
The real explanation of nominal bond-stock puzzles
Chernov, Mikhail, Lochstoer, Lars, Song, Dongo
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
Paper
The Real Explanation of Nominal Bond-Stock Puzzles
Chernov, Mikhail, Lochstoer, Lars A, Song, Dongho
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
Paper
Pricing Currency Risks
Chernov, Mikhail, Dahlquist, Magnus, Lochstoer, Lars A
Published in NBER Working Paper Series (01.12.2020)
Published in NBER Working Paper Series (01.12.2020)
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Paper
Pricing Currency Risks
Chernov, Mikhail, Dahlquist, Magnus, Lochstoer, Lars
Published in IDEAS Working Paper Series from RePEc (01.01.2020)
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Published in IDEAS Working Paper Series from RePEc (01.01.2020)
Paper
Conditional Dynamics and the Multi-Horizon Risk-Return Trade-Off
Published in NBER Working Paper Series
(01.12.2018)
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Paper