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Corruption in bank lending to firms : cross-country micro evidence on the beneficial role of competition and information sharing
Barth, James R.; Chen, Lin; Lin, Ping; Song, Frank M. - In: Journal of financial economics 91 (2009) 3, pp. 361-388
Persistent link: https://www.econbiz.de/10003833644
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Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick; Filipović, Damir; Kimmel, Robert - In: Journal of financial economics 83 (2007) 1, pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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Do asset prices reflect fudamentals? : freshly squeezed evidence from the OJ market
Boudoukh, Jacob; Richardson, Matthew; Shen, YuQing; … - In: Journal of financial economics 83 (2007) 2, pp. 397-412
Persistent link: https://www.econbiz.de/10003425461
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Nonlinear bivariate comovements of asset prices : methodology, tests and applications
Corazza, Marco; Malliaris, Anastasios G.; Scalco, Elisa - In: Computational economics 35 (2010) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10003934115
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Volatility modeling by asymmetrical quadratic effect with diminishing marginal impact
Huang, Alex - In: Computational economics 37 (2011) 3, pp. 301-330
Persistent link: https://www.econbiz.de/10008902921
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Equilibrium information acquisition, prediction abilities and asset prices
Guo, Wen-chung; Guu, Sy-Ming; Chang, Ting-yun - In: Computational economics 37 (2011) 1, pp. 89-111
Persistent link: https://www.econbiz.de/10008902940
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New procedures for testing whether stock price processes are martingales
Takeuchi, Keiichi; Akimichi, Takemura; Kumon, Masayuki - In: Computational economics 37 (2011) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10008902941
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Imposing curvature and monotonicity on flexible functional forms : an efficient regional approach
Wolff, Hendrik; Heckelei, Thomas; Mittelhammer, Ron C. - In: Computational economics 36 (2010) 4, pp. 309-339
Persistent link: https://www.econbiz.de/10008903133
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Is price behavior scaling and multiscaling in a dealer market? : perspectives from multi-agent based experiments
He, Ling-yun - In: Computational economics 36 (2010) 3, pp. 263-282
Persistent link: https://www.econbiz.de/10008903144
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Comovement, information production, and the business cycle
Brockman, Paul; Liebenberg, Ivonne; Schutte, Maria - In: Journal of financial economics 97 (2010) 1, pp. 107-129
Persistent link: https://www.econbiz.de/10003991449