Items where Author is "Peñaranda, Francisco"
Number of items: 5.
Evaluation of joint density forecasts of stock and bond returns:predictability and parameter uncertainty.
Peñaranda, Francisco
On the drivers of commodity co-movement:evidence from biofuels.
Peñaranda, Francisco and Micola, Augusto
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On the impact of fundamentals, liquidity, and coordination on market stability.
Danielsson, Jon and Peñaranda, Francisco
Spanning tests in return and stochastic discount factor mean-variance frontiers:a unifying approach.
Peñaranda, Francisco and Sentana, Enrique
Understanding portfolio efficiency with conditioning information.
Peñaranda, Francisco
