Francisco Peñaranda

CUNY Queens College

Flushing, NY 11367

United States

SCHOLARLY PAPERS

2

DOWNLOADS

2

CITATIONS

2

Scholarly Papers (2)

1.

Empirical Evaluation of Overspecified Asset Pricing Models

CEPR Discussion Paper No. DP12085
Number of pages: 52 Posted: 13 Jun 2017
Elena Manresa, Francisco Peñaranda and Enrique Sentana
Massachusetts Institute of Technology (MIT) - Sloan School of Management, CUNY Queens College and Centro de Estudios Monetarios y Financieros (CEMFI)
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Abstract:

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Continuously Updated GMM, Factor pricing models, Set estimation, Stochastic discount factor, Underidentification tests.

2.

On the Impact of Fundamentals, Liquidity, and Coordination on Market Stability

International Economic Review, Vol. 52, Issue 3, pp. 621-638, 2011
Number of pages: 18 Posted: 30 Aug 2011
Jón Daníelsson and Francisco Peñaranda
London School of Economics & Political Science (LSE) and CUNY Queens College
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Citation 3
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