Items where Author is "Bretscher, L"

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