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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~language:"eng"
~language:"ita"
~language:"kir"
~language:"und"
~person:"Engle, Robert F."
~person:"Härdle, Wolfgang"
~person:"Snower, Dennis J."
~person:"Vives, Xavier"
~subject:"Auslandsinvestition"
~subject:"Germany"
~subject:"Supply chain"
~subject:"Theory"
~subject:"Volatility"
~subject:"Wirkungsanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Statistik"
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Engle, Robert F.
Härdle, Wolfgang
Snower, Dennis J.
Vives, Xavier
Zenou, Yves
77
Gersbach, Hans
47
Saint-Paul, Gilles
47
Thisse, Jacques-François
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Verdier, Thierry
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Zimmermann, Klaus F.
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Marcellino, Massimiliano
33
Svensson, Lars E. O.
33
Helpman, Elhanan
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Ploeg, Frederick van der
31
Baldwin, Richard E.
30
Corsetti, Giancarlo
30
Minford, Patrick
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Acharya, Viral V.
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Kilian, Lutz
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Acemoglu, Daron
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Burda, Michael C.
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Beetsma, Roel
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Lechner, Michael
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Discussion paper / Centre for Economic Policy Research
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers of interdisciplinary research project 373
Journal of banking & finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of financial econometrics : official journal of the Society for Financial Econometrics
SFB 649 discussion paper
119
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ECONIS (ZBW)
119
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
3
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
4
Downside risk and stock returns in the G7 countries : an empirical analysis of their long-run and short-run dynamics
Chen, Yi-Hsuan
;
Chiang, Thomas C.
;
Härdle, Wolfgang
- In:
Journal of banking & finance
93
(
2018
),
pp. 21-32
Persistent link: https://www.econbiz.de/10011964613
Saved in:
5
Exchange competition, entry, and welfare
Cespa, Giovanni
;
Vives, Xavier
-
2018
Persistent link: https://www.econbiz.de/10012113067
Saved in:
6
Costly interpretation of asset prices
Vives, Xavier
;
Yang, Liyan
-
2017
Persistent link: https://www.econbiz.de/10011752149
Saved in:
7
Cooperation, motovation and social balance
Snower, Dennis J.
;
Bosworth, Steven
;
Singer, Tania
-
2016
Persistent link: https://www.econbiz.de/10011445342
Saved in:
8
Cross-ownership, R&D spillovers, and antitrust policy
López, Angel L.
;
Vives, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011522081
Saved in:
9
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.
;
Härdle, Wolfgang
;
Chen, Cathy Y.
; …
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10011692403
Saved in:
10
High frequency trading and fragility
Cespa, Giovanni
;
Vives, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011606787
Saved in:
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