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Estimating yield curves by Kernel smoothing methods
Linton, O. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001373068
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373124
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Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373137
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001613830
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A new test for speculative bubbles based on return variance decompositions
Engsted, Tom; Tanggaard, Carsten - 2001
Persistent link: https://www.econbiz.de/10001613889
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Annual erarnings announcements and market reaction : the influence of screening criteria for thin trading
Fredslund Møller, Pedder; Thinggaard, Frank; Langhoff … - 2001
Persistent link: https://www.econbiz.de/10001614157
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The Danish stock and bond markets : comovement, return predictability and variance decomposition
Engsted, Tom; Tanggaard, Carsten - 1999
Persistent link: https://www.econbiz.de/10001411172
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Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte - 1999
Persistent link: https://www.econbiz.de/10001411173