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The short-run dynamics of the price adjustment to new information
Ederington, Louis H. - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 1, pp. 117-134
Persistent link: https://www.econbiz.de/10001218108
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A shadow rate or a quadratic policy rule? : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller; Meldrum, Andrew - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089