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person:"Gil-Alaña, Luis A."
~isPartOf:"Journal of banking & finance"
~person:"Egger, Peter"
~person:"Hautsch, Nikolaus"
~person:"Narayan, Paresh Kumar"
~subject:"Schätzung"
~subject:"United States"
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Gil-Alaña, Luis A.
Egger, Peter
Hautsch, Nikolaus
Narayan, Paresh Kumar
Prokopczuk, Marcel
7
Wese Simen, Chardin
4
Zaremba, Adam
4
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Journal of banking & finance
CESifo working papers
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Economics and finance working paper series
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Applied economics letters
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School working papers / Economics series / Faculty of Business and Law, School of Accounting, Economics and Finance, Deakin University
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Australian economic papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance : JEF
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1
Term premium in a fractionally cointegrated yield curve
Abbritti, Mirko
;
Carcel, Hector
;
Gil-Alaña, Luis A.
; …
- In:
Journal of banking & finance
149
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014462435
Saved in:
2
An analysis of price discovery from panel data models of CDS and equity returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 167-177
Persistent link: https://www.econbiz.de/10010408481
Saved in:
3
Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
Saved in:
4
Analyzing interest rate risk : stochastic volatility in the term structure of government bond yields
Hautsch, Nikolaus
;
Ou, Yangguoyi
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 2988-3007
Persistent link: https://www.econbiz.de/10009673006
Saved in:
5
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
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