Population aging, social security and fiscal limits
Heer, Burkhard, Polito, Vito, Wickens, Michael R.
Published in Journal of economic dynamics & control (01.07.2020)
Published in Journal of economic dynamics & control (01.07.2020)
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Journal Article
What do the Fama–French factors add to C-CAPM?
Abhakorn, Pongrapeeporn, Smith, Peter N., Wickens, Michael R.
Published in Journal of empirical finance (01.06.2013)
Published in Journal of empirical finance (01.06.2013)
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Journal Article
Can stochastic discount factor models explain the cross-section of equity returns?
Abhakorn, Pongrapeeporn, Smith, Peter N., Wickens, Michael R.
Published in Review of financial economics (01.01.2016)
Published in Review of financial economics (01.01.2016)
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Journal Article
OPTIMAL INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK
Flavin, Thomas J., Wickens, Michael R.
Published in Scottish journal of political economy (01.11.2006)
Published in Scottish journal of political economy (01.11.2006)
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Journal Article
Estimating shocks and impulse response functions
Wickens, Michael R., Motto, Roberto
Published in Journal of applied econometrics (Chichester, England) (01.05.2001)
Published in Journal of applied econometrics (Chichester, England) (01.05.2001)
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Journal Article
Optimal monetary policy using an unrestricted VAR
Polito, Vito, Wickens, Mike
Published in Journal of applied econometrics (Chichester, England) (01.06.2012)
Published in Journal of applied econometrics (Chichester, England) (01.06.2012)
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Journal Article