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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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Common volatility and volatility spillovers between US and Eurodollar interest rates : evidence from the futures market
Tse, Yiuman - In: Journal of economics & business 48 (1996) 3, pp. 299-312
Persistent link: https://www.econbiz.de/10001334620
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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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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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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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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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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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Expected stock returns and volatility in a two-regime market
Shawky, Hany A. - In: Journal of economics & business 47 (1995) 5, pp. 409-421
Persistent link: https://www.econbiz.de/10001194531
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The U.S. business cycle, 1867-2006 : a dynamic factor approach
Ritschl, Albrecht; Sarferaz, Samad; Uebele, Martin - In: The review of economics and statistics 98 (2016) 1, pp. 159-172
Persistent link: https://www.econbiz.de/10011477106
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Unemployment and productivity in the long run : the role of macroeconomic volatility
Benigno, Pierpaolo; Ricci, Luca Antonio; Surico, Paolo - In: The review of economics and statistics 97 (2015) 3, pp. 698-709
Persistent link: https://www.econbiz.de/10011333058