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Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.; Galí, Jordi - 1994
Persistent link: https://www.econbiz.de/10000883655
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Jumps and stochastic volatility : exchange rate processes implicit in PHLX Deutschemark options
Bates, David S. - 1993
Persistent link: https://www.econbiz.de/10000884445
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Covered interest arbitrage and market turbulence : an empiric. analysis
Taylor, Mark P. - 1988
Persistent link: https://www.econbiz.de/10000747918
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Volatility tests and efficient markets : a review essay
Cochrane, John H. - 1991
Persistent link: https://www.econbiz.de/10000808241
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An equilibrium theory of excess volatility and mean reversion in stock market prices
Marcus, Alan J. - 1989
Persistent link: https://www.econbiz.de/10000774913
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Stock market forecastability and volatility : a statistical appraisal
Mankiw, Nicholas Gregory; Romer, David; Shapiro, Matthew D. - 1989
Persistent link: https://www.econbiz.de/10000777112
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Spontaneous volatility of output and investment
Hall, Robert Ernest - 1989
Persistent link: https://www.econbiz.de/10000777128
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Explaining the variance of price dividend ratios
Cochrane, John H. - 1989
Persistent link: https://www.econbiz.de/10000778779
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Measuring and testing the impact of news on volatility
Engle, Robert F.; Ng, Victor K. - 1991
Persistent link: https://www.econbiz.de/10000814056
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No news is good news : an asyymmetric model of changing volatility in stock returns
Campbell, John Y.; Hentschel, Ludger - 1991
Persistent link: https://www.econbiz.de/10000817377