NBER Publications by Jacob Boudoukh
Working Papers and Chapters
| December 2005 | The Information in Long-Maturity Forward Rates: Implications for Exchange Rates and the Forward Premium Anomaly
with Matthew Richardson, Robert Whitelaw: w11840
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| The Myth of Long-Horizon Predictability
with Matthew Richardson, Robert Whitelaw: w11841
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| July 2004 | On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing
with Roni Michaely, Matthew Richardson, Michael Roberts: w10651
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| February 2003 | Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
with Matthew Richardson, YuQing Shen, Robert F. Whitelaw: w9515
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| July 1999 | A Multifactor, Nonlinear, Continuous-Time Model of Interest Rate Volatility
with Matthew Richardson: w7213
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| Behavioralize This! International Evidence on Autocorrelation Patterns of Stock Index and Futures Returns
with Dong-Hyun Ahn, Matthew Richardson, Robert F. Whitelaw: w7214
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| September 1997 | Optimal Risk Management Using Options
with Dong-Hyun Ahn, Matthew Richardson, Robert F. Whitelaw: w6158
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James Poterba is President of the National Bureau of Economic Research.
He is also the Mitsui Professor of Economics at M.I.T.
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