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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Endogenous risk in rational-expectations commodity models : a multivariate generalized ARCH-M approach
Holt, Matthew T.; Aradhyula, Satheesh V. - In: Journal of empirical finance 5 (1998) 2, pp. 99-129
Persistent link: https://www.econbiz.de/10001374882
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Rethinking cointegration and the expectation hypothesis of the term structure
Li, Jing; Davis, George Keith - In: Journal of empirical finance 44 (2017), pp. 177-189
Persistent link: https://www.econbiz.de/10011818012
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Estimation of a rational expectations model of the term structure
Melino, Angelo - In: Journal of empirical finance 8 (2001) 5, pp. 639-668
Persistent link: https://www.econbiz.de/10001655356
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Macroeconomic uncertainty and the distant forward-rate slope
Connolly, Robert A.; Dubofsky, David A.; Stivers, … - In: Journal of empirical finance 48 (2018), pp. 140-161
Persistent link: https://www.econbiz.de/10012109285
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Term structure dynamics with macro-factors using high frequency data
Kim, Hwagyun; Park, Hail - In: Journal of empirical finance 22 (2013), pp. 78-93
Persistent link: https://www.econbiz.de/10009768426
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Multivariate stochastic volatility models : estimation and a comparison with VGARCH models
Daníelsson, Jón - In: Journal of empirical finance 5 (1998) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001374884
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The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff - In: Journal of empirical finance 5 (1998) 4, pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
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Volatility and cross correlation across major stock markets
Ramchand, Latha; Susmel, Raul - In: Journal of empirical finance 5 (1998) 4, pp. 397-416
Persistent link: https://www.econbiz.de/10001375197
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An artificial neural network-GARCH model for international stock return volatility
Donaldson, R. Glen - In: Journal of empirical finance 4 (1997) 1, pp. 17-46
Persistent link: https://www.econbiz.de/10001224775