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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Arruñada, Benito
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Ganuza, Juan José
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Lourenço, Helena
5
Cabrales, Antonio
4
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4
Jeon, Doh-Shin
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Le Menestrel, Marc
4
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Cespa, Giovanni
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García Montalvo, José
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Kugler, Adriana D.
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López Nicolás, Ángel
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Rodríguez Mora, José Vicente
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Storesletten, Kjetil
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Wolf, Michael
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Zilibotti, Fabrizio
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Bosch Domènech, Antoni
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Calvó-Armengol, Antoni
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Conde-Ruiz, José Ignacio
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Garcia-Milà, Teresa
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García Villar, Jaume
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Hauk, Esther
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2
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2
Menicucci, Domenico
2
Merino Castelló, Anna
2
Nagel, Rosemarie
2
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Federal Reserve Bank of San Francisco
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
113
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ECONIS (ZBW)
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1
New findings regarding return autocorrelation anomalies and the importance of non-trading periods
García Blandón, Josep
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001626074
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2
Improved estimation of the covariance matrix of stock returns with an application to portofolio selection
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001627199
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3
Inflation, political instability and stockmarket volatility in interwar Germany
Voth, Hans-Joachim
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001560433
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4
A comparison of stock market mechanisms
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578833
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5
Inventory effects and trading horizons
Cespa, Giovanni
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001546823
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6
Implications of dynamic trading for insurance markets
Penalva, José
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110193
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7
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
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8
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
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9
Portfolio delegation under short-selling constraints
Gómez, Juan-Pedro
(
contributor
);
Sharma, Tridib
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002054694
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10
With a bang, not a whimper : pricking Germany's "stock market bubble" in 1927 and the slide into depression
Voth, Hans-Joachim
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001540741
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