Details about Robert F. Dittmar
Access statistics for papers by Robert F. Dittmar.
Last updated 2012-05-17. Update your information in the RePEc Author Service.
Short-id: pdi90
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Working Papers
2007
- Cointegration and Consumption Risks in Asset Returns
NBER Working Papers, National Bureau of Economic Research, Inc View citations (17)
See also Journal Article Cointegration and Consumption Risks in Asset Returns, The Review of Financial Studies, Society for Financial Studies (2009) View citations (64) (2009)
Journal Articles
2009
- Basis Assets
The Review of Financial Studies, 2009, 22, (12), 5133-5174 View citations (14)
- Cointegration and Consumption Risks in Asset Returns
The Review of Financial Studies, 2009, 22, (3), 1343-1375 View citations (64)
See also Working Paper Cointegration and Consumption Risks in Asset Returns, NBER Working Papers (2007) View citations (17) (2007)
2008
- Do Sovereign Bonds Benefit Corporate Bonds in Emerging Markets?
The Review of Financial Studies, 2008, 21, (5), 1983-2014 View citations (61)
- The timing of financing decisions: An examination of the correlation in financing waves
Journal of Financial Economics, 2008, 90, (1), 59-83 View citations (60)
2005
- Consumption, Dividends, and the Cross Section of Equity Returns
Journal of Finance, 2005, 60, (4), 1639-1672 View citations (214)
- Long-run risks and equity Returns
Proceedings, 2005 View citations (1)
2003
- Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Journal of Econometrics, 2003, 116, (1-2), 147-180 View citations (16)
- Risk Adjustment and Trading Strategies
The Review of Financial Studies, 2003, 16, (2), 459-485 View citations (52)
2002
- Quadratic Term Structure Models: Theory and Evidence
The Review of Financial Studies, 2002, 15, (1), 243-288 View citations (214)
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