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Interbank payments and the daily federal funds rate
Furfine, Craig H. - 1998
Persistent link: https://www.econbiz.de/10000990237
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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan - In: The review of financial studies 10 (1997) 4, pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
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Subordinated debt prices and forward-looking estimates of bank asset volatility
Schellhorn, Carolin D. - In: Journal of economics & business 48 (1996) 4, pp. 337-347
Persistent link: https://www.econbiz.de/10001209182
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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Irreversible investments and volatile markets : a study of the chemical processing industry
Bell, Gregory K. - In: The review of economics and statistics 79 (1997) 1, pp. 79-87
Persistent link: https://www.econbiz.de/10001215961
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Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C. - In: Journal of econometrics 87 (1998) 1, pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
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Speculative activity and stock market volatility
Chatrath, Arjun - In: Journal of economics & business 50 (1998) 4, pp. 323-337
Persistent link: https://www.econbiz.de/10001248858
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Inferring future volatility from the information in implied volatility in Eurodollar options : a new approach
Amin, Kaushik I. - In: The review of financial studies 10 (1997) 2, pp. 333-367
Persistent link: https://www.econbiz.de/10001220589
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Initial margin policy and stochastic volatility in the crude oil futures market
Day, Theodore E. - In: The review of financial studies 10 (1997) 2, pp. 303-332
Persistent link: https://www.econbiz.de/10001220634