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Do bulls and bears move across borders? : international transmission of stock returns and volatility as the world turns
Lin, Wen-ling Tsai; Engle, Robert F.; Itō, Takatoshi - 1991
Persistent link: https://www.econbiz.de/10000827421
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Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien; Engle, Robert F.; Kane, Alex - 1991
Persistent link: https://www.econbiz.de/10000811503
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The econometrics of ultra-high frequency data
Engle, Robert F. - 1996
Persistent link: https://www.econbiz.de/10000613076
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Dispersion and volatility in stock returns : an empirical investigation
Campbell, John Y.; Lettau, Martin - 1999
Persistent link: https://www.econbiz.de/10001390215
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Time and the price impact of a trade
Dufour, Alfonso; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001395161
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Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2016
Persistent link: https://www.econbiz.de/10011540476
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Testing macroprudential stress tests : the risk of regulatory risk weights
Acharya, Viral V.; Engle, Robert F.; Pierret, Diane - 2014
Persistent link: https://www.econbiz.de/10010341259
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How the wealth was won : factors shares as market fundamentals
Greenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C. - 2019
Persistent link: https://www.econbiz.de/10012020213
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Political cycles and stock returns
Pástor, Ľuboš; Veronesi, Pietro - 2017
Persistent link: https://www.econbiz.de/10011627652
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Political cycles and stock returns
Pástor, Ľuboš; Veronesi, Pietro - 2017
Persistent link: https://www.econbiz.de/10011639567