The Effect of Macroeconomic News on Beliefs and Preferences: Evidence from the Options Market

By Alessandro Beber, Michael W. Brandt. 2006

129 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/2a85ee8a0c2d0eb01d183952b00d9b0f5d91d6fb

Citations in the corpus

• Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies (2008, unknown): “First, instead of trying to identify the stochastic discount factors in two economies using one currency pair, we identify the stochastic discount factors in three economies using three currency pairs that form a triangular relation.”