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Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669344
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Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin; Morley, James C.; Piger, Jeremy Max - In: Macroeconomic dynamics 19 (2015) 4, pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
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Which continuous-time model is most appropriate for exchange rates?/ Deniz Erdemlioglu; S´ebastien Laurent; Christopher J. Neely
Erdemlioglu, Deniz; Laurent, S´ebastien; Neely, … - 2013
Persistent link: https://www.econbiz.de/10009791133
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The exact theoretical rational expectations monetary aggregate
Barnett, William A.; Hinich, Melvin J.; Yue, Piyu - In: Macroeconomic dynamics 4 (2000) 2, pp. 197-221
Persistent link: https://www.econbiz.de/10001500438
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Decomposition of economic relationships by timescale using wavelets : money and income
Ramsey, James B.; Lampart, Camille - In: Macroeconomic dynamics 2 (1998) 1, pp. 49-71
Persistent link: https://www.econbiz.de/10001617050
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Nonlinear risk
Chauvet, Marcelle; Potter, Simon M. - In: Macroeconomic dynamics 5 (2001) 4, pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
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Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
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Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
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The two interpretations of the Beveridge-Nelson decomposition
Morley, James C. - In: Macroeconomic dynamics 15 (2011) 3, pp. 419-439
Persistent link: https://www.econbiz.de/10009300464