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The timing of monetary policy shocks
Olivei, Giovanni P.; Tenreyro, Silvana - 2006
Persistent link: https://www.econbiz.de/10003352970
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
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Depression econometrics : a FAVAR model of monetary policy during the Great Depression
Ahmadi, Pooyan Amir; Ritschl, Albrecht - 2009
Persistent link: https://www.econbiz.de/10003912091
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002593861
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Effect of regulatory constraints on fund performance : new evidence from UCITS hedlge funds
Joenväärä, Juha; Kosowski, Robert L. - 2015
Persistent link: https://www.econbiz.de/10011289235
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The performance of US equity mutual funds
Babalos, Vassilios; Mamatzakis, Emmanuel C.; Matousek, Roman - In: Journal of banking & finance 52 (2015), pp. 217-229
Persistent link: https://www.econbiz.de/10011377662
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Identification and inference using event studies
Gürkaynak, Refet S.; Wright, Jonathan H. - 2013
Persistent link: https://www.econbiz.de/10009734152
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim; Narayan, Paresh Kumar - In: Journal of banking & finance 36 (2012) 9, pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
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Structural FECM : cointegration in large-scale structural FAVAR models
Banerjee, Anindya; Marcellino, Massimiliano; Masten, Igor - 2014
Persistent link: https://www.econbiz.de/10010363312