Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Equity premium predictability using Bayesian regression mixtures 47 26 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 129 84 0
A Simple empirical model of equity-implied probabilities of default 135 202 0
Discussion of Hensher and Jones 35 55 0
Consumer expectations and short-horizon return predictability 132 176 0
Portfolio construction and performance measurement when returns are non-normal 315 359 0
Canonical valuation and hedging of index options 137 199 0
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Kalotay, Egon

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Kalotay, Egon

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