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source:"econis"
subject:"Theorie"
~accessRights:"free"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~person:"Albertini, Julien"
~person:"Attanasio, Orazio P."
~person:"Boneva, Lena"
~person:"Chao, Shih-Kang"
~person:"Corsetti, Giancarlo"
~person:"Gottfries, Axel"
~person:"Gupta, Rangan"
~person:"Hafner, Christian M."
~person:"Hautsch, Nikolaus"
~person:"Kremer, Stephanie"
~person:"Lindé, Jesper"
~person:"Linton, Oliver"
~person:"Okhrin, Ostap"
~person:"Pierdzioch, Christian"
~person:"Semmler, Willi"
~subject:"Forecasting model"
~subject:"Handelsvolumen der Börse"
~subject:"Marktmikrostruktur"
~subject:"Wertpapierhandel"
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Albertini, Julien
Attanasio, Orazio P.
Boneva, Lena
Chao, Shih-Kang
Corsetti, Giancarlo
Gottfries, Axel
Gupta, Rangan
Hafner, Christian M.
Hautsch, Nikolaus
Kremer, Stephanie
Lindé, Jesper
Linton, Oliver
Okhrin, Ostap
Pierdzioch, Christian
Semmler, Willi
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1
The exchange rate insulation puzzle
Corsetti, Giancarlo
;
Küster, Keith
;
Müller, Gernot J.
; …
-
2021
Persistent link: https://www.econbiz.de/10013254087
Saved in:
2
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
3
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile A.
-
2020
Persistent link: https://www.econbiz.de/10013190685
Saved in:
4
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
5
Fast trading and the virtue of entropy : evidence from the foreign exchange market
Corsetti, Giancarlo
;
Lafarguette, Romain
;
Mehl, Arnaud
-
2019
Persistent link: https://www.econbiz.de/10012703265
Saved in:
6
One money, many markets : a factor model approach to monetary policy in the euro area with high-frequency identification
Corsetti, Giancarlo
;
Duarte, Joao B.
;
Mann, Samuel
-
2018
-
This draft: February 2018
Persistent link: https://www.econbiz.de/10012667750
Saved in:
7
The behaviour of betting and currency markets on the night of the EU referendum
Auld, Tom
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10012667074
Saved in:
8
Returns to on-the-job search and the dispersion of wages
Gottfries, Axel
;
Teulings, Coen N.
-
2017
Persistent link: https://www.econbiz.de/10012423801
Saved in:
9
A discrete choice model for large heterogeneous panels with interactive fixed effects with an application to the determinants of corporate bond issuance
Boneva, Lena
;
Linton, Oliver
-
2017
Persistent link: https://www.econbiz.de/10011630808
Saved in:
10
Aggregating elasticities : intensive and extensive margins of female labour supply
Attanasio, Orazio P.
;
Levell, Peter
;
Low, Hamish
; …
-
2017
Persistent link: https://www.econbiz.de/10011631034
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