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Details about Robert F. Dittmar

E-mail:robert.dittmar@rice.edu
Homepage:http://webuser.bus.umich.edu/rdittmar
Workplace:Ross School of Business, University of Michigan, (more information at EDIRC)

Access statistics for papers by Robert F. Dittmar.

Last updated 2012-05-17. Update your information in the RePEc Author Service.

Short-id: pdi90


Jump to Journal Articles

Working Papers

2007

  1. Cointegration and Consumption Risks in Asset Returns
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (17)
    See also Journal Article Cointegration and Consumption Risks in Asset Returns, The Review of Financial Studies, Society for Financial Studies (2009) Downloads View citations (64) (2009)

Journal Articles

2009

  1. Basis Assets
    The Review of Financial Studies, 2009, 22, (12), 5133-5174 Downloads View citations (14)
  2. Cointegration and Consumption Risks in Asset Returns
    The Review of Financial Studies, 2009, 22, (3), 1343-1375 Downloads View citations (64)
    See also Working Paper Cointegration and Consumption Risks in Asset Returns, NBER Working Papers (2007) Downloads View citations (17) (2007)

2008

  1. Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
    The Review of Financial Studies, 2008, 21, (5), 1983-2014 Downloads View citations (61)
  2. The timing of financing decisions: An examination of the correlation in financing waves
    Journal of Financial Economics, 2008, 90, (1), 59-83 Downloads View citations (60)

2005

  1. Consumption, Dividends, and the Cross Section of Equity Returns
    Journal of Finance, 2005, 60, (4), 1639-1672 Downloads View citations (214)
  2. Long-run risks and equity Returns
    Proceedings, 2005 Downloads View citations (1)

2003

  1. Purebred or hybrid?: Reproducing the volatility in term structure dynamics
    Journal of Econometrics, 2003, 116, (1-2), 147-180 Downloads View citations (16)
  2. Risk Adjustment and Trading Strategies
    The Review of Financial Studies, 2003, 16, (2), 459-485 Downloads View citations (52)

2002

  1. Quadratic Term Structure Models: Theory and Evidence
    The Review of Financial Studies, 2002, 15, (1), 243-288 View citations (214)
 
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