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The empirical performance of option-based densities of foreign exchange
Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002542714
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Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.; Tzavalis, Elias - 1997
Persistent link: https://www.econbiz.de/10000966505
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Analyst optimism and the magnitude of earnings growth
Harris, Richard D. F. - 1997
Persistent link: https://www.econbiz.de/10000966504
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Recovering market expectations of FOMC rate changes with options on federal funds futures
Carlson, John B. (contributor); Craig, Ben R. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003095093
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Strong rules for detecting the number of breaks in a time series
Altissimo, Filippo; Corradi, Valentina - 2000
Persistent link: https://www.econbiz.de/10001542536
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The return to capital and business cycle
Gomme, Paul A. (contributor); Ravikumar, B. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003340020
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Two flaws in business cycle dating
Christiano, Lawrence J. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003390608
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The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.; Sanchez-Valle, René - 1998
Persistent link: https://www.econbiz.de/10000998646
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Is the quantitiy theory of money true?
Blaug, Mark - 1993
Persistent link: https://www.econbiz.de/10000887417
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Economic review
Federal Reserve Bank of Cleveland - Cleveland, Ohio - 1964 - 1979; 1980/81 - 1983/84; 1984 - 1987; …
Persistent link: https://www.econbiz.de/10000465121