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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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Using daily range data to calibrate volatility diffusions and extract the forward integrated variance
Gallant, A. Ronald; Hsu, Chiente; Tauchen, George Eugene - In: The review of economics and statistics 81 (1999) 4, pp. 617-631
Persistent link: https://www.econbiz.de/10001437376
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Testing for forward-rate unbiasedness : on regression in levels and in returns
Maynard, Alex - In: The review of economics and statistics 85 (2003) 2, pp. 313-327
Persistent link: https://www.econbiz.de/10001762629
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Modeling the demand for M3 in the unified Germany
Wolters, Jürgen - In: The review of economics and statistics 80 (1998) 3, pp. 399-409
Persistent link: https://www.econbiz.de/10001245213
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The micro-origins of business cycles : evidence from German metropolitan areas
Daniele, Federica; Stüber, Heiko - In: The review of economics and statistics 105 (2023) 1, pp. 70-85
Persistent link: https://www.econbiz.de/10014293223
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The impact of immigration on competing natives' wages : evidence from German reunification
Prantl, Susanne; Spitz-Oener, Alexandra - In: The review of economics and statistics 102 (2020) 1, pp. 79-97
Persistent link: https://www.econbiz.de/10012208070
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The effect of labor market conditions at entry on workers' long-term skills
Arellano-Bover, Jaime - In: The review of economics and statistics 104 (2022) 5, pp. 1028-1045
Persistent link: https://www.econbiz.de/10013407610
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Real-exchange-rate uncertainty and private investment in LDCs
Servén, Luis - In: The review of economics and statistics 85 (2003) 1, pp. 212-218
Persistent link: https://www.econbiz.de/10001740087
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Real exchange rate risk, expectations, and the level of direct investment : received 12.7.1982, rev. 24.10.1984
Cushman, David O. - In: The review of economics and statistics 67 (1985) 2, pp. 297-308
Persistent link: https://www.econbiz.de/10002047499
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Hedging demands in hedging contingent claims
Brandt, Michael W. - In: The review of economics and statistics 85 (2003) 1, pp. 119-140
Persistent link: https://www.econbiz.de/10001739939