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1
Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.
;
Galí, Jordi
-
1994
Persistent link: https://www.econbiz.de/10000883655
Saved in:
2
Jumps and stochastic
volatility
: exchange rate processes implicit in PHLX Deutschemark options
Bates, David S.
-
1993
Persistent link: https://www.econbiz.de/10000884445
Saved in:
3
Volatility
tests and efficient markets : a review essay
Cochrane, John H.
-
1991
Persistent link: https://www.econbiz.de/10000808241
Saved in:
4
An equilibrium
theory
of excess
volatility
and mean reversion in stock market prices
Marcus, Alan J.
-
1989
Persistent link: https://www.econbiz.de/10000774913
Saved in:
5
Stock market forecastability and
volatility
: a statistical appraisal
Mankiw, Nicholas Gregory
;
Romer, David
;
Shapiro, Matthew D.
-
1989
Persistent link: https://www.econbiz.de/10000777112
Saved in:
6
Spontaneous
volatility
of output and investment
Hall, Robert Ernest
-
1989
Persistent link: https://www.econbiz.de/10000777128
Saved in:
7
Explaining the variance of price dividend ratios
Cochrane, John H.
-
1989
Persistent link: https://www.econbiz.de/10000778779
Saved in:
8
Measuring and testing the impact of news on
volatility
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000814056
Saved in:
9
No news is good news : an asyymmetric model of changing
volatility
in stock returns
Campbell, John Y.
;
Hentschel, Ludger
-
1991
Persistent link: https://www.econbiz.de/10000817377
Saved in:
10
Exchange rate variability and asset trade
Persson, Torsten
;
Svensson, Lars E. O.
-
1989
Persistent link: https://www.econbiz.de/10000759070
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