Items where Author is "Bretscher, L"

Article
Bretscher, L, Hsu, A, Simasek, P and Tamoni, A
(2020)
COVID-19 and the cross-section of equity returns: impact and transmission.
Review of Asset Pricing Studies, 10 (4).
pp. 705-741.
ISSN 2045-9920
Bretscher, L, Hsu, A and Tamoni, A
(2020)
Fiscal policy driven bond risk premia.
Journal of Financial Economics, 138 (1).
pp. 53-73.
ISSN 0304-405X
Bretscher, L, Hsu, A and Tamoni, A (2018) Implementing stochastic volatility in DSGE models: a comment. Macroeconomic Dynamics, 24 (4). pp. 935-950. ISSN 1365-1005
Bretscher, L, Schmid, L and Vedolin, A (2018) Interest Rate Risk Management in Uncertain Times. Review of Financial Studies, 31 (8). pp. 3019-3060. ISSN 0893-9454
Bretscher, L, Julliard, C and Rosa, C
(2016)
Human capital and international portfolio diversification: a reappraisal.
Journal of International Economics, 99.
S78-S96.
ISSN 0022-1996