Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Equity premium predictability using Bayesian regression mixtures 67 46 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 183 138 0
A Simple empirical model of equity-implied probabilities of default 171 238 0
Discussion of Hensher and Jones 53 73 0
Consumer expectations and short-horizon return predictability 171 215 0
Portfolio construction and performance measurement when returns are non-normal 380 424 0
Canonical valuation and hedging of index options 179 241 0
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Kalotay, Egon

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Kalotay, Egon

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