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Ours, Jan C. van
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Centre for Economic Policy Research
National Bureau of Economic Research
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Working paper series of the network in financial markets
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ECONIS (ZBW)
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1
Multivariate tests of a continous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
-
1992
Persistent link: https://www.econbiz.de/10013444286
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2
Modelling market fundamentals : a model of the aluminium market
Gilbert, Christopher L.
-
1993
Persistent link: https://www.econbiz.de/10013444290
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3
Inflation differentials and excess returns in the European Monetary System
Vlaar, Peter J. G.
;
Palm, Franz C.
-
1993
Persistent link: https://www.econbiz.de/10000886175
Saved in:
4
Further evidence on performance evaluation : portfolio holdings, recommendations, and turnover costs
Rubio, Gonzalo
-
1992
Persistent link: https://www.econbiz.de/10013444281
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5
Is the correlation in international equity returns constant: 1960 - 90?
Longin, François M.
-
1993
Persistent link: https://www.econbiz.de/10013444303
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6
Neglected common factors in exchange rate
volatility
Mahieu, Ronald J.
-
1994
Persistent link: https://www.econbiz.de/10013444314
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7
Excess
volatility
and predictability of stock prices in a trend-stationary dividend model with learning
Timmermann, Allan
-
1994
Persistent link: https://www.econbiz.de/10013444331
Saved in:
8
Subjective discount factors
Luttmer, Erzo Gerrit Jan
;
Mariotti, Thomas
-
2000
Persistent link: https://www.econbiz.de/10013423130
Saved in:
9
The empirical analysis of industrial organization : [report of a conference organized by the Wissenschaftszentrum Berlin für Sozialforschung and the Centre for Economic Policy Rese...
1995
Persistent link: https://www.econbiz.de/10000923950
Saved in:
10
The pricing of crude oil: futures contracts
Gibson, Rajna
-
1990
Persistent link: https://www.econbiz.de/10013444274
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