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Idiosyncratic volatility, stock market volatility, and expected stock returns
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
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The microstructure of treasury market tatonnement
Mizrach, Bruce Marshall (contributor);  … - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344895
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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
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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? : Evidence from macroeconomic announcement data
Kliesen, Kevin L. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496991
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Does idiosyncratic risk matter : another look
Guo, Hui (contributor); Savickas, Robert (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
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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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An analysis of recent studies of the effect of foreign exchange intervention
Neely, Christopher J. (contributor) - 2005
"Two recent strands of research have contributed to our understanding of the effects of foreign exchange intervention: 1) the use of high frequency data; 2) the use of event studies to evaluate the effects of intervention. This article surveys recent empirical studies of the effect of foreign...
Persistent link: https://www.econbiz.de/10002977391
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A dynamic factor analysis of the response of U.S. interest rates to news
Lippi, Marco (contributor); Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002496904