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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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A comparison of discount rate models using international stock market data
Kasa, Kenneth - 1994 - Rev
Persistent link: https://www.econbiz.de/10000907530
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Robust estimation and monetary policy with unobserved structural change
Williams, John C. (contributor) - 2004
Persistent link: https://www.econbiz.de/10002672079
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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How do trade and financial integration affect the relationship between growth and volatility
Kose, M. Ayhan (contributor); Prasad, Eswar S. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003156367
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Lock-in of extrapolative expectations in an asset pricing model
Lansing, Kevin J. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002116841
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Nonlinearities in international business cycles
Valderrama, Diego (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001760768
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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Expectation traps and discretion
Chari, Varadarajan V.; Christiano, Lawrence J.; … - 1996
Persistent link: https://www.econbiz.de/10000939627