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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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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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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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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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An investigation of the risk and return relation at long horizons
Harrison, Paul; Zhang, Harold H. - In: The review of economics and statistics 81 (1999) 3, pp. 399-408
Persistent link: https://www.econbiz.de/10001406149
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Option prices with uncertain fundamentals : theory and evidence on the dynamics of implied volatilities
David, Alexander; Veronesi, Pietro - 1999
Persistent link: https://www.econbiz.de/10001426915
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The predictive failure of the Baba, Hendry and Starr model of M1
Hess, Gregory D.; Jones, Christopher S.; Porter, Richard D. - In: Journal of economics & business 50 (1998) 6, pp. 477-507
Persistent link: https://www.econbiz.de/10001369031
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Inflation and the distribution of price changes
Bryan, Michael F.; Cecchetti, Stephen G. - In: The review of economics and statistics 81 (1999) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10001379736
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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What is fractional integration?
Parke, William R. - In: The review of economics and statistics 81 (1999) 4, pp. 632-638
Persistent link: https://www.econbiz.de/10001437380