Maria Vassalou

Latest Institution: Centre for Economic Policy Research

All Institutions: Columbia University; Morgan Stanley Dean Witter; Centre for Economic Policy Research; NA

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Portfolio Selection and Asset Pricing with Dynamically Incomplete Markets and Time Varying First and Second Moments

Year: 1997
Journal: No Journal Matched
Authors: Lars Tyge Nielsen; Maria Vassalou

Performance Measures for Dynamic Portfolio Management

Year: 1998
Journal: No Journal Matched
Authors: Lars Tyge Nielsen; Maria Vassalou

Can Book-to-Market, Size, and Momentum Be Risk Factors That Predict Economic Growth?

Year: 1999
Journal: No Journal Matched
Authors: Jimmy Liew; Maria Vassalou

Exchange Rate and Foreign Inflation Risk Premiums in Global Equity Returns

Year: 2000
Journal: No Journal Matched
Authors: Maria Vassalou

Do We Need Multicountry Models to Explain Exchange Rate, Interest Rate, and Bond Return Dynamics?

Year: 2001
Journal: No Journal Matched
Authors: Robert J. Hodrick; Maria Vassalou

News Related to Future GDP Growth as a Risk Factor in Equity Returns

Year: 2001
Journal: No Journal Matched
Authors: Maria Vassalou

An Investment-Growth Asset Pricing Model

Year: 2001
Journal: No Journal Matched
Authors: Qing Li; Maria Vassalou; Yuhang Xing

Author Disambiguation

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