Nora Laurinaityte

Bank of Lithuania

Totoriu 4

Vilnius, LT-01121

Lithuania

SCHOLARLY PAPERS

4

DOWNLOADS

1,013

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Ideas:
“  Asset pricing, applied econometrics, household finance  ”

Scholarly Papers (4)

1.

GMM Weighting Matrices in Cross-Sectional Asset Pricing Tests

Number of pages: 58 Posted: 21 Nov 2017 Last Revised: 27 Jan 2021
Bank of Lithuania, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 667 (47,826)
Citation 1

Abstract:

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Asset pricing, cross-section of expected returns, GMM, factor zoo

2.
Downloads 209 (177,281)

Abstract:

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just price, market price, Thomas Aquinas, Duns Scotus, government intervention, regulation

3.

Household Financial Risk Tolerance in Europe

Number of pages: 39 Posted: 26 May 2018
Nora Laurinaityte
Bank of Lithuania
Downloads 109 (300,893)

Abstract:

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risk tolerance, household finance, HFCS data, panel data, Eurozone

4.

GMM Weighting Matrices In Cross-Sectional Asset Pricing Tests

Deutsche Bundesbank Discussion Paper No. 62/2020
Number of pages: 41 Posted: 16 Dec 2020
Bank of Lithuania, Deutsche Bundesbank, Goethe University Frankfurt and Karlsruhe Institute of Technology
Downloads 28 (569,897)

Abstract:

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Asset pricing, cross-section of expected returns, GMM, factor zoo