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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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The term structure of forward exchange premiums and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - In: The review of economics and statistics 79 (1997) 3, pp. 353-361
Persistent link: https://www.econbiz.de/10001225777
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The cross section of money market fund risks and financial crises
McCabe, Patrick E. - 2010
Persistent link: https://www.econbiz.de/10008670000
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The housing crisis and state and local government tax revenue : five channels
Lutz, Byron F.; Molloy, Raven S.; Shan, Hui - 2010
Persistent link: https://www.econbiz.de/10008696460
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Identification through heteroskedasticity
Rigobón, Roberto - In: The review of economics and statistics 85 (2003) 4, pp. 777-792
Persistent link: https://www.econbiz.de/10001830036
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Housing bust, bank lending & employment : evidence from multimarket banks
Glancy, David - 2017
Persistent link: https://www.econbiz.de/10011803685
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The benefits of commitment to a currency peg : aggregate lessons from the regional effects of the 1896 U.S. presidential election
Fulford, Scott L.; Schwartzman, Felipe Farah - In: The review of economics and statistics 102 (2020) 3, pp. 600-616
Persistent link: https://www.econbiz.de/10012499840
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An empirical analysis of bond recovery rates : exploring a stuctural view of default
Covitz, Daniel M.; Han, Song - 2005
Persistent link: https://www.econbiz.de/10002634054
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Scaling factors in estimation of time-nonseparable utility functions
Ni, Shawn X. - In: The review of economics and statistics 79 (1997) 2, pp. 234-240
Persistent link: https://www.econbiz.de/10001222423
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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - In: The review of economics and statistics 94 (2012) 1, pp. 100-115
Persistent link: https://www.econbiz.de/10009565394