Macquarie University, Sydney Macquarie University ResearchOnline

Kalotay, Egon

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Title Hits Visitors Downloads
Equity premium predictability using Bayesian regression mixtures 52 31 0
An Empirical study of the relation between equity implied probabilities of default and fundamental information 155 110 0
A Simple empirical model of equity-implied probabilities of default 152 219 0
Discussion of Hensher and Jones 40 60 0
Consumer expectations and short-horizon return predictability 147 191 0
Portfolio construction and performance measurement when returns are non-normal 343 387 0
Canonical valuation and hedging of index options 165 227 0
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Kalotay, Egon

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Kalotay, Egon

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