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Delisted stocks and momentum : evidence from a new Australian dataset
Huynh, Thanh D.; Smith, Daniel R. - In: Australian journal of management 42 (2017) 1, pp. 140-160
Persistent link: https://www.econbiz.de/10011774112
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Duration dependence in the US business cycle
Layton, Allan P.; Smith, Daniel R. - 2003
Persistent link: https://www.econbiz.de/10001812712
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318
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Comparing different explanations of the volatility trend
Rubin, Amir; Smith, Daniel R. - In: Journal of banking & finance 35 (2011) 6, pp. 1581-1597
Persistent link: https://www.econbiz.de/10009244937
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Comparing different explanations of the volatility trend
Rubin, Amir; Smith, Daniel R. - 2010
Persistent link: https://www.econbiz.de/10008798842
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Testing for structural breaks in GARCH models
Smith, Daniel R. - In: Applied financial economics 18 (2008) 10/12, pp. 845-862
Persistent link: https://www.econbiz.de/10003739446
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Testing the power of leading indicators to predict business cycle phase changes
Layton, Allan P.; Smith, Daniel R. - 2005
Persistent link: https://www.econbiz.de/10003114228
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War, money & economy : inflation and production in the Fed and pre-Fed periods
Hogan, Thomas L.; Smith, Daniel J. - In: The review of Austrian economics 35 (2022) 1, pp. 15-37
Persistent link: https://www.econbiz.de/10013166225
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An empirical investigation of the quality of value-at-risk disclosure in Australia
Campbell, Angus; Smith, Daniel R. - In: Accounting and finance 62 (2022) 1, pp. 469-491
Persistent link: https://www.econbiz.de/10013166415