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Greece
and the Euro
Poole, William
-
Federal Reserve Bank of St. Louis
-
2007
Global Interdependence Center, Annual Black Tie Gala in Celebration of
Greece
, Philadelphia, Penn., July 25, 2007 …
Persistent link: https://www.econbiz.de/10005526220
Saved in:
2
Greece
and the Euro
Poole, William
-
Federal Reserve Bank of St. Louis
-
2007
Global Interdependence Center, Annual Black Tie Gala in Celebration of
Greece
, Philadelphia, Penn., July 25, 2007 …
Persistent link: https://www.econbiz.de/10011185467
Saved in:
3
Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui
(
contributor
);
Higbee, Jason
(
contributor
)
-
2005
-
rev.
Persistent link: https://www.econbiz.de/10003344908
Saved in:
4
Is value premium a proxy for time-varying investment opportunities : some time series evidence
Guo, Hui
(
contributor
)
-
2005
to be robust using both the realized
volatility
model and the GARCH model, confirm that the value premium cannot be …
Persistent link: https://www.econbiz.de/10002995301
Saved in:
5
Foreign exchange rates dont́ follow a random walk
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2005
"The paper documents a new empirical result that a high level of aggregate U.S. idiosyncratic stock return
volatility
… currencies. For example, idiosyncratic
volatility
accounts for over 20 percent variations of the subsequent change in the … between a country's aggregate idiosyncratic
volatility
and the future U.S. dollar price of its currency--in France, Germany …
Persistent link: https://www.econbiz.de/10002995302
Saved in:
6
Size and value anomalies under regime shifts
Guidolin, Massimo
(
contributor
); …
-
2005
"This paper finds strong evidence of time-variations in the joint distribution of
returns
on a stock market portfolio … and portfolios tracking size--and value effects. Mean
returns
, volatilities and correlations between these equity …
Persistent link: https://www.econbiz.de/10002917584
Saved in:
7
Modelling the MIB30 implied
volatility
surface : does efficiency matter?
Cassese, Gianluca
(
contributor
); …
-
2005
"We analyze the
volatility
surface vs. moneyness and time to expiration implied by MIBO options written on the MIB30 …, the most important Italian stock index. We specify and fit a number of models of the implied
volatility
surface and find … that it has a rich and interesting structure that strongly departs from a constant
volatility
, Black-Scholes benchmark …
Persistent link: https://www.econbiz.de/10002917585
Saved in:
8
A Bayesian approach to counterfactual analysis of structural change
Kim, Chang-jin
(
contributor
);
Morley, James C.
(
contributor
)
-
2004
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10002496905
Saved in:
9
Does stock market
volatility
forecast
returns
: the international evidence
Guo, Hui
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001979873
Saved in:
10
Implied
volatility
from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
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