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Asymmetry in the effects of US government spending shocks : evidence and implications
Kandil, Magda - In: The quarterly review of economics and finance : journal … 41 (2001) 2, pp. 137-165
Persistent link: https://www.econbiz.de/10001579675
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A comparison of alternative term premium estimates
Ferderer, J. Peter - In: The quarterly review of economics and finance : journal … 33 (1993) 2, pp. 179-195
Persistent link: https://www.econbiz.de/10001155281
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Velocity variability : directly an interest-rate driven phenomenon
Katsimbris, George M. - In: The quarterly review of economics and finance : journal … 33 (1993) 4, pp. 423-437
Persistent link: https://www.econbiz.de/10001157881
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Prime rate changes and returns to industries : announcement period evidence
Johnson, Robert R. - In: The quarterly review of economics and finance : journal … 34 (1994) 1, pp. 75-93
Persistent link: https://www.econbiz.de/10001164656
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An alternative specification for intraday simultaneity in spot and futures markets
Mercer, Jeffrey M. - In: The quarterly review of economics and finance : journal … 37 (1997) 3, pp. 667-682
Persistent link: https://www.econbiz.de/10001230617
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Volatility patterns : theory and some evidence from the dollar-mark option market
Gesser, Vincent - In: The journal of derivatives : the official publication … 5 (1997) 2, pp. 46-61
Persistent link: https://www.econbiz.de/10001232635
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Market discipline by depositors : evidence from reduced-form equations
Park, Sangkyun - In: The quarterly review of economics and finance : journal … 35 (1995), pp. 497-514
Persistent link: https://www.econbiz.de/10001201532
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Is there a term structure of futures volatilities? : Reevaluating the Samuelson hypothesis
Bessembinder, Hendrik; Coughenour, Jay F.; Seguin, Paul John - In: The journal of derivatives : the official publication … 4 (1996) 2, pp. 45-58
Persistent link: https://www.econbiz.de/10001214072
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Time series estimation of the bond default risk premium
Clinebell, John Michael - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 475-484
Persistent link: https://www.econbiz.de/10001214229
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Volatility estimation for stock index options : a GARCH approach
Chu, Shin-herng - In: The quarterly review of economics and finance : journal … 36 (1996) 4, pp. 431-450
Persistent link: https://www.econbiz.de/10001214235