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USTRALIAN STOCK MARKET VOLATILITY: 1875-1987.
PAGAN, A.R.; KEARNS, P. - University of Rochester - Center for Economic Research … - 1990
Persistent link: https://www.econbiz.de/10005220933
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Simple Increases in Risk and Their Comparative Statics for Portfolio Management.
Dionne, G.; Gollier, C. - Centre Interuniversitaire de Recherche en Économie … - 1992
Persistent link: https://www.econbiz.de/10005133077
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Transactions Costs and Correlations in a Large Firm Index.
LeBaron, B. - Wisconsin Madison - Social Systems - 1991
Persistent link: https://www.econbiz.de/10005443502
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Business Cycles and the Asset Structure of Foreign Trade.
Baxter, M.; Crucini, M. - University of Rochester - Center for Economic Research … - 1991
Persistent link: https://www.econbiz.de/10005698202
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THE CRASH OF '87: WAS IT EXPECTED? THE EVIDENCE FROM OPTIONS MARKETS.
BATES, D.S. - Weiss Center for International Financial Research, … - 1990
Persistent link: https://www.econbiz.de/10005631562
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Innovations to Enhance Liquidity: Implications for Systemic Risk.
Herrig, R.J. - Weiss Center for International Financial Research, … - 1993
Persistent link: https://www.econbiz.de/10005631573
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INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING.
LEACH, J.C.; MADHAVAN, A.N. - Weiss Center for International Financial Research, … - 1990
Persistent link: https://www.econbiz.de/10005664258
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RETURNS AND VOLATILITY OF LOW-GRADE BOUNDS 1977-1989.
BLUME, M.E.; KEIN, D.B.; PATEL, S.A. - Weiss Center for International Financial Research, … - 1990
Persistent link: https://www.econbiz.de/10005664263