Items where Author is "Peñaranda, Francisco"

Number of items: 5.
Article
  • On the impact of fundamentals, liquidity, and coordination on market stability. Danielsson, Jon and Peñaranda, Francisco
    • Working paper
  • 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 picture_as_pdf
  • 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