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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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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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Stock prices, firm size, and changes in the federal funds rate target
Guo, Hui (contributor) - 2003 - [Elektronische Ressource],rev
Persistent link: https://www.econbiz.de/10001971174
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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
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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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Identifying the effects of central bank intervention
Neely, Christopher J. (contributor) - 2005 - rev.
to seemingly innocuous identification assumptions"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002977390
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An analysis of recent studies of the effect of foreign exchange intervention
Neely, Christopher J. (contributor) - 2005
intervention"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002977391
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908
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An econometric model of nonlinear dynamics in the joint distribution of stock and bond returns
Guidolin, Massimo (contributor);  … - 2005
suggesting a bounce-back effect from the crash to the recovery state"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002917580
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Optimal portfolio choice under regime switching, skew and kurtosis preferences
Guidolin, Massimo (contributor);  … - 2005
allocations to stocks the longer their investment horizon"--Federal Reserve Bank of St. Louis web site …
Persistent link: https://www.econbiz.de/10002917583