Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Equity premium predictability using Bayesian regression mixtures 50 29 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 144 99 0
A Simple empirical model of equity-implied probabilities of default 140 207 0
Discussion of Hensher and Jones 37 57 0
Consumer expectations and short-horizon return predictability 142 186 0
Portfolio construction and performance measurement when returns are non-normal 327 371 0
Canonical valuation and hedging of index options 156 218 0
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Kalotay, Egon

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Kalotay, Egon

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