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ECONIS (ZBW)
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1
GS-WATCH
Ades, Alberto Fabián
;
Masih, Rumi
;
Tenengauzer, Daniel
; …
-
2002
-
2. ed
Persistent link: https://www.econbiz.de/10001660133
Saved in:
2
The detection of nonstationarity in the market model
Burnett, John E.
- In:
Quarterly journal of business and economics : QJBE
35
(
1996
)
1
,
pp. 36-50
Persistent link: https://www.econbiz.de/10001202406
Saved in:
3
Introducing GS-SR : a new framework for currency hedging in emerging markets
Ades, Alberto Fabián
;
Tenengauzer, Daniel
-
2002
Persistent link: https://www.econbiz.de/10001655261
Saved in:
4
A test of efficient market hypothesis for the Muscat Securities Market
Pattanaik, Sitikantha
- In:
Praj̄nȧn : journal of social and management sciences
36
(
2007/08
)
2
,
pp. 99-114
Persistent link: https://www.econbiz.de/10003891553
Saved in:
5
Topics in empirical market microstructure : measuring the informational content of order flow
Wünsche, Oliver
-
2010
Persistent link: https://www.econbiz.de/10008669012
Saved in:
6
Essays on the efficiency of financial markets
Schlusche, Bernd
-
2010
Persistent link: https://www.econbiz.de/10008990314
Saved in:
7
Treasury auctions and secondary market dynamics : an analysis based on the MTS market for Italy
Cafiso, Gianluca
-
2015
Auctions of government bonds are the main allotment method used by the Treasury of advanced economies. Previous research has found that auctions have an influence on the market yield days before they take place, and underpricing is usually spotted when their outcome is compared with...
Persistent link: https://www.econbiz.de/10010519950
Saved in:
8
Volatility and evaporating liquidity during the bund tantrum
Riordan, Ryan
;
Schrimpf, Andreas
- In:
BIS quarterly review : international banking and …
(
2015
),
pp. 10-11
Persistent link: https://www.econbiz.de/10011341765
Saved in:
9
High-frequency financial data modeling using Hawkes processes
Chavez-Demoulin, Valerie
;
McGill, James A.
- In:
Journal of banking & finance
36
(
2012
)
12
,
pp. 3415-3426
Persistent link: https://www.econbiz.de/10009660437
Saved in:
10
Information asymmetries: three essays in market microstructure
Zehnder, Lars Simon
-
2015
Persistent link: https://www.econbiz.de/10011443113
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