Similar Search Results

Modeling and forecasting realized volatility

Anderson, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002020013

On the relationship between the conditional mean and volatility of stock returns

Brandt, Michael W. (contributor); Kang, Qiang (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002019935

Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets

Brandt, Michael W. (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011289

Forecasting the term structure of government bond yields

Diebold, Francis X. (contributor); Li, Canlin (contributor) - 2003

Persistent link: https://www.econbiz.de/10003229524

Mutual fund performance and seemingly unrelated assets

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011410

Liquidity risk and expected stock returns

Pástor, Ľuboš (contributor); … - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002011423

American depositary receipts (adr) holdings of U.S. based emerging market funds

Aggarwal, Reena - 2005

"For a foreign "issuer," the benefits of cross-listing in the United States are extensively documented in the literature. However it is not clear what motivates "investors" to hold American Depositary Receipts (ADRs) rather than the underlying stock of these issuers. The authors address the...

Persistent link: https://www.econbiz.de/10010522661

Consumption-wealth comovement of the wrong sign

Choi, James J.; Laibson, David I.; Madrian, Brigitte C.; … - 2004

Persistent link: https://www.econbiz.de/10003229531

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229588

The long-term returns on the original S&P 500 firms

Siegel, Jeremy J. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10003229593