Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Equity premium predictability using Bayesian regression mixtures 61 40 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 167 122 0
A Simple empirical model of equity-implied probabilities of default 163 230 0
Discussion of Hensher and Jones 46 66 0
Consumer expectations and short-horizon return predictability 157 201 0
Portfolio construction and performance measurement when returns are non-normal 374 418 0
Canonical valuation and hedging of index options 172 234 0
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Kalotay, Egon

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Kalotay, Egon

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