Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Canonical valuation and hedging of index options 113 109 0
Consumer expectations and short-horizon return predictability 90 76 0
A Simple empirical model of equity-implied probabilities of default 87 78 0
Discussion of Hensher and Jones 37 26 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 52 52 0
Portfolio construction and performance measurement when returns are non-normal 163 151 0
Equity premium predictability using Bayesian regression mixtures 5 5 0
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Kalotay, Egon

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Kalotay, Egon

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