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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Discussion paper"
~isPartOf:"Journal of economic dynamics & control"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Conference Quantifying and Understanding Dysfunctions of Financial Markets <2010, Löwen>
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Fed St. Louis-JEDC-SCG-SNB-UniBern Conference Disaggregate Data and Macroeconomic Models <2019, Gerzensee>
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2,763
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1
Monetary policy and bond prices with drifting equilibrium rates
Favero, Carlo A.
;
Melone, Alessandro
;
Tamoni, Andrea
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 626-651
Persistent link: https://www.econbiz.de/10014520118
Saved in:
2
Counterparty choice, maturity shifts and market freezes : lessons from the European interbank market
Saroyan, Susanna
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014532482
Saved in:
3
When are tax multipliers large?
Ziegenbein, Alexander
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014532136
Saved in:
4
Sharks in the dark : quantifying HFT dark pool latency arbitrage
Aquilina, Matteo
;
Foley, Sean
;
O'Neill, Peter
;
Ruf, Thomas
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014532187
Saved in:
5
Interbank decisions and margins of stability : an agent-based stock-flow consistent approach
Reale, Jessica
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014532514
Saved in:
6
Assimilation effects in financial markets
Fich, Eliezer M.
;
Xu, Guosong
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
7
,
pp. 2890-2927
Persistent link: https://www.econbiz.de/10014437955
Saved in:
7
Competition and R&D financing : evidence from the biopharmaceutical industry
Thakor, Richard T.
;
Lo, Andrew W.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
5
,
pp. 1885-1928
Persistent link: https://www.econbiz.de/10013367043
Saved in:
8
The shadow costs of illiquidity
Jansen, Kristy A. E.
;
Werker, Bas J. M.
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
7
,
pp. 2693-2723
Persistent link: https://www.econbiz.de/10013428939
Saved in:
9
Trader competition in fragmented markets : liquidity supply versus picking-off risk
Bernales, Alejandro
;
Garrido, Nicolás
;
Sagade, Satchit
; …
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
1
,
pp. 221-248
Persistent link: https://www.econbiz.de/10014486395
Saved in:
10
Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market
Wu, Bo
;
Li, Lingfei
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532362
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