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Nonlinear relationship between permanent and transitory components of monetary aggregates and the economy

Anderson, Richard G.; Chauvet, Marcelle; Jones, Barry E. - In: Econometric reviews 34 (2015) 1/5, pp. 228-254

Persistent link: https://www.econbiz.de/10011373295

Tests for non-linear dynamics in systems of non-stationary economic time series : the case of short-term US interest rates

Jones, Barry E.; Nesmith, Travis D. - 1999

Persistent link: https://www.econbiz.de/10001443058

A comparison of two methods for testing the utility maximation hypothesis when quantity data are measured with error

Jones, Barry E.; De Peretti, Philippe - In: Macroeconomic dynamics 9 (2005) 5, pp. 612-629

Persistent link: https://www.econbiz.de/10003239579

UK household-sector money demand during Brexit and the pandemic

Fleissig, Adrian R.; Jones, Barry E. - In: Economic modelling 123 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014462579

Euro area monetary asset demand and Divisia aggregates

Fleissig, Adrian R.; Jones, Barry E.; Darvas, Zsolt M. - In: The European journal of finance 29 (2023) 16, pp. 1885-1912

Persistent link: https://www.econbiz.de/10014388520

UK household-sector money demand and Divisia monetary aggregates in the new millennium

Fleissig, Adrian R.; Jones, Barry E. - In: Macroeconomic dynamics 28 (2024) 1, pp. 51-73

Persistent link: https://www.econbiz.de/10014465382

The predictability of Asian exchange rates : evidence from Kalman filter and ARCH estimations

Wang, Jian-xin - In: Journal of multinational financial management 7 (1997) 3, pp. 231-252

Persistent link: https://www.econbiz.de/10001237587

Order flow and the bid-ask spread : an empirical probability model of screen-based trading

Bollerslev, Tim - In: Journal of economic dynamics & control 21 (1997) 8, pp. 1471-1491

Persistent link: https://www.econbiz.de/10001222036

Credit spreads, business conditions, and expected corporate bond returns

Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34

Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...

Persistent link: https://www.econbiz.de/10012173990

Are liquidity and information risks priced in the treasury bond market?

Li, Haitao; Wang, Junbo; Wu, Chunchi; He, Yan - In: The journal of finance : the journal of the American … 64 (2009) 1, pp. 467-503

Persistent link: https://www.econbiz.de/10003853125