Details about James V Marrone

Access statistics for papers by James V Marrone.

Last updated 2020-10-12. Update your information in the RePEc Author Service.

Short-id: pma2162

Working Papers

2011

1. Stock return predictability and variance risk premia: statistical inference and international evidence
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (31)
   See also Journal Article Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence, Journal of Financial and Quantitative Analysis, Cambridge University Press (2014) View citations (143) (2014)

2010

2. Granularity adjustment for mark-to-market credit risk models
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
   See also Journal Article Granularity adjustment for mark-to-market credit risk models, Journal of Banking & Finance, Elsevier (2012) View citations (11) (2012)

Journal Articles

2020

1. Effect of early‐stage Alzheimer's disease on household financial outcomes
   Health Economics, 2020, 29, (1), 18-29

2016

2. Market Responses to Court Rulings: Evidence from Antiquities Auctions
   Journal of Law and Economics, 2016, 59, (4), 913 - 944 View citations (2)

2014

3. Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
   Journal of Financial and Quantitative Analysis, 2014, 49, (3), 633-661 View citations (143)
   See also Working Paper Stock return predictability and variance risk premia: statistical inference and international evidence, Finance and Economics Discussion Series (2011) View citations (31) (2011)

2012

4. Granularity adjustment for mark-to-market credit risk models
   Journal of Banking & Finance, 2012, 36, (7), 1896-1910 View citations (11)
   See also Working Paper Granularity adjustment for mark-to-market credit risk models, Finance and Economics Discussion Series (2010) (2010)