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Cream-skimming or profit-sharing? : The curious role of purchased order flow
Easley, David - In: The journal of finance : the journal of the American … 51 (1996) 3, pp. 811-833
Persistent link: https://www.econbiz.de/10001203645
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Annual default rates are probably less than long-run average annual default rates
Kiefer, Nicholas Maximilian - In: The journal of fixed income 18 (2008/09) 2, pp. 85-87
Persistent link: https://www.econbiz.de/10003777628
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Annual default rates are probably less then long-run average annual default rates
Kiefer, Nicholas Maximilian (contributor) - 2008
Banks using either the Foundation or Advanced option of the Internal Ratings Based approach to credit risk under Basel II must estimate long-run annual average default probabilities for buckets of homogeneous assets. The one-factor model underlying the capital calculations in Basel II has...
Persistent link: https://www.econbiz.de/10003728251
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Fitting equilibrium search models to labor market data
Bowlus, Audra J.; Kiefer, Nicholas Maximilian; Neumann, … - 1995
Persistent link: https://www.econbiz.de/10000978738
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Bayesian analysis of the prototypal search model
Kiefer, Nicholas Maximilian - In: Journal of business & economic statistics : JBES ; a … 16 (1998) 2, pp. 178-186
Persistent link: https://www.econbiz.de/10001244009
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Estimation of equilibrium wage distributions with heterogeneity
Bowlus, Audra J. - In: Journal of applied econometrics 10 (1995), pp. 119-131
Persistent link: https://www.econbiz.de/10001333892
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Estimation of equilibrium wage distributions with heterogeneity
Bowlus, Audra J.; Kiefer, Nicholas Maximilian; Neumann, … - 1995
Persistent link: https://www.econbiz.de/10000913914
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Reflecting on the VPIN dispute
Andersen, Torben; Bondarenko, Oleg - In: Journal of financial markets 17 (2014), pp. 53-64
Persistent link: https://www.econbiz.de/10010436245
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Option volume and stock prices : evidence on where informed traders trade
Easley, David - In: The journal of finance : the journal of the American … 53 (1998) 2, pp. 431-465
Persistent link: https://www.econbiz.de/10001238320
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Option volume and stock prices : evidence on where informed traders trade
Easley, David - 1994
Persistent link: https://www.econbiz.de/10013444325