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Economic news and the yield curve : evidence from the US treasury market
Balduzzi, Pierluigi; Elton, Edwin J.; Green, Tracy Clifton - 1998
Persistent link: https://www.econbiz.de/10000981121
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1998
Persistent link: https://www.econbiz.de/10000982923
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. A. - 1998
Persistent link: https://www.econbiz.de/10000998139
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Testing the duo-factor-model of return and volume
Cremers, K. J. Martijn; Mei, Jianping - 2002
Persistent link: https://www.econbiz.de/10001701034
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Empirical pricing kernels
Rosenberg, Joshua V.; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001448004
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Report on defaults and returns on high yield bonds : analysis through 1997
Altman, Edward I.; Kishore, Vellore M. - 1998
Persistent link: https://www.econbiz.de/10000979405
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Common factors in prices, order flows and liquidity
Hasbrouck, Joel; Seppi, Duane J. - 1999
Persistent link: https://www.econbiz.de/10001378828
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Report on market size and investment performance of defaulted bonds & bank loans : 1987 - 2000
Altman, Edward I.; Cyrus, Keith - 2001
Persistent link: https://www.econbiz.de/10001562728
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On estimation, diagnostic testing and smoothing of long memory stochastic volatility models
Li, Kai; Deo, Rohit; Hurvich, Clifford - 2000
Persistent link: https://www.econbiz.de/10001486271
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The distribution of exchange rate volatility
Andersen, Torben M. (contributor) - 1999
Persistent link: https://www.econbiz.de/10001463948