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Chabi-Yo, Fousseni's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,782 |
Total
Citations
18 |
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1.
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Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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11 Apr 11
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Last Revised:
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27 Feb 12
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586
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1
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Riskiness, economic index of riskiness, operational measure of riskiness, risk-neutral measures, stock returns
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2.
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Default Risk, Idiosyncratic Coskewness and Equity Returns
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Versions (2)
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business Yang, Jun
Bank of Canada
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Posted:
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18 Mar 09
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Last Revised:
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27 Sep 10
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250
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2
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business Yang, Jun
Bank of Canada
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75
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2
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Financial distress, Higher moment returns
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business Yang, Jun
Bank of Canada
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18 Mar 09
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27 Sep 10
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175
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2
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Financial Distress, Higher Moment Returns, Default Risk, Idiosyncratic Coskewness Beta, Cross-Sectional Equity Returns
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3.
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Pricing Kernels with Coskewness and Volatility Risk
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Versions (3)
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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Posted:
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17 Dec 08
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Last Revised:
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17 May 12
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240
(62,555)
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7
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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85
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7
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Pricing kernel, volatility risk, risk aversion, skewness preference
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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47
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7
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Pricing kernel, volatility risk, risk aversion, skewness preference
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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17 Dec 08
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Last Revised:
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17 May 12
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108
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7
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pricing kernels, risk aversion, skewness preference, volatility risk
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4.
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A New Approach to Measuring Riskiness in the Equity Market: Implications for the Risk Premium
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Versions (2)
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Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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Posted:
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12 Apr 12
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Last Revised:
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01 May 13
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189
(79,917)
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1
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Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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10 May 12
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Last Revised:
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01 May 13
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74
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Time-varying riskiness, risk-neutral measures, physical measures, expected returns, equity premium
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Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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| Posted: |
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12 Apr 12
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Last Revised:
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01 May 13
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115
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1
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Time-varying riskiness, risk-neutral measures, physical measures, expected returns, equity
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5.
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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173
(86,931)
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2
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predictability, stock returns, volatility of Fama-French factors, variance risk premium
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6.
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business Song, Zhaogang
Federal Reserve Board
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17 Nov 12
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Last Revised:
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24 May 13
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128
(113,220)
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Carry trade, momentum, non-parametric estimation, pricing kernel, probability weighting function, rare event
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7.
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Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors
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Versions (1)
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Export Bibliographic Info |
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Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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Posted:
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21 Jun 11
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Last Revised:
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18 Feb 12
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99
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3
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Bakshi, Gurdip
University of Maryland - Robert H. Smith School of Business Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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21 Jun 11
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Last Revised:
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18 Feb 12
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99
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3
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Stochastic discount factors, permanent component, transitory component, variance bounds, asset pricing models, eigenfunction problems
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8.
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Yang, Jun
Bank of Canada Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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27 Feb 07
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Last Revised:
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17 Nov 09
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117
(121,709)
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2
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Exchange rates, Interest rates, Financial markets, Econometric and statistical methods
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9.
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business
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10.
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Chabi-Yo, Fousseni
Ohio State University (OSU) - Fisher College of Business Garcia, René
EDHEC Business School Renault, Eric
University of North Carolina (UNC) at Chapel Hill - Department of Economics
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G12, G13
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