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~isPartOf:"Journal of international money and finance"
~isPartOf:"The review of economics and statistics"
~person:"Ghysels, Eric"
~subject:"Schätzung"
~subject:"Wirkungsanalyse"
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Ghysels, Eric
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Journal of international money and finance
The review of economics and statistics
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
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Stock market volatility and macroeconomic fundamentals
Engle, Robert F.
;
Ghysels, Eric
;
Sohn, Bumjean
- In:
The review of economics and statistics
95
(
2013
)
3
,
pp. 776-797
Persistent link: https://www.econbiz.de/10009793016
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2
A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
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