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How did we get to where we are now? : reflections on 50 years of macroeconomic and financial econometrics
Wickens, Michael R. - 2014
Persistent link: https://www.econbiz.de/10010411299
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The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias; Wickens, Michael R. - 1994
Persistent link: https://www.econbiz.de/10000895299
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Is the euro sustainable?
Wickens, Michael R. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003481708
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Measuring the fiscal stance
Polito, Vito (contributor); Wickens, Michael R. (contributor) - 2007 - Rev.
Persistent link: https://www.econbiz.de/10003481721
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The asymmetric effect of the business cycle on the equity premium
Smith, Peter N. (contributor); Sorensen, Steffen (contributor) - 2007
Persistent link: https://www.econbiz.de/10003466750
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Consumption, size and book-to-market ratio in equity returns
Abhakorn, Pongrapeeporn; Smith, Peter N.; Wickens, … - 2011
Persistent link: https://www.econbiz.de/10009381289
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A cross section of equity returns : the no-arbitrage test
Abhakorn, Pongrapeeporn; Smith, Peter N.; Wickens, … - 2011
Persistent link: https://www.econbiz.de/10009381294
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The asymmetric effect of the business sycle on the relation between stock market returns and their volatility
Smith, Peter N. (contributor); Sorensen, S. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003265956
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Macroeconomic sources of FOREX risk
Wickens, Michael R. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001613840
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An asset market integration test based on observable macroeconomic stochastic discount factors
Smith, Peter N. (contributor); Sorensen, S. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001837653