A. Durre
Economics and Econometrics · 2003–2005
A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 35 citations into it; #11,596 of 23,481 by trust here, #3,485 by citations
- Finance — 23 citations into it; #5,403 of 10,518 by trust here, #1,387 by citations
Whom A. Durre trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Clifford S. Asness
- Stephen E. Satchell
- L. Aucremanne
- John Y. Campbell
- Robert Sollis
- Frank Smets
- Raf Wouters
Who trusts A. Durre overall
- M. Dossche
- C. V. Nieuwenhuyze
- C. Fuss
- G. Langenus
- Hans Degryse
- Gregory de Walque
- Frédéric Malherbe
- V. Lewis
- J. Wit
- F. Coppens
Papers from A. Durre's perspective
Ordered by how strongly the researchers A. Durre trusts endorse each paper. Same corpus, a different order for every researcher.
- Stocks versus Bonds: Explaining the Equity Risk Premium
- Stock Prices, Earnings and Expected Dividends
- Fight the Fed Model
- Stock Prices and Inflation
- Applied Time Series Modelling and Forecasting
- Introductory Econometrics for Finance.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Market liquidity and funding liquidity
- Market Timing and Capital Structure
- In Search of Distress Risk (Social Science Research Network)
Their papers
- An International Analysis of Earnings, Stock Prices and Bond Yields (2005) — 201 citations
- Stock Market Valuation in the United States (2003) — 126 citations