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Gil-Alaña, Luis A.
92
Caporale, Guglielmo Maria
90
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72
Fabozzi, Frank J.
64
Diebold, Francis X.
60
Acemoglu, Daron
55
Mankiw, Nicholas Gregory
55
Stock, James H.
54
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48
Christiano, Lawrence J.
47
Watson, Mark W.
47
Hall, Robert Ernest
46
Glaeser, Edward L.
45
Hautsch, Nikolaus
44
Mishkin, Frederic S.
42
Greenwood, Jeremy
41
Reis, Ricardo
39
Koopman, Siem Jan
37
Caballero, Ricardo J.
35
Eichenbaum, Martin S.
35
Basu, Susanto
34
Timmermann, Allan
34
Cutler, David M.
33
Engle, Robert F.
33
Schorfheide, Frank
32
Artus, Patrick
31
Lanne, Markku
31
McGrattan, Ellen R.
31
Audretsch, David B.
30
Auerbach, Alan J.
30
Campbell, John Y.
30
Hubbard, R. Glenn
30
Kehoe, Patrick J.
30
Lo, Andrew W.
30
Blinder, Alan S.
29
Jorgenson, Dale Weldeau
29
Pesaran, M. Hashem
29
Wright, Jonathan H.
29
Fernández-Villaverde, Jesús
28
Franses, Philip Hans
28
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340
The American economic review
311
The journal of futures markets
262
The journal of finance : the journal of the American Finance Association
257
American journal of agricultural economics
256
The review of economics and statistics
252
The review of financial studies
248
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242
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222
Computers & operations research : and their applications to problems of world concern ; an international journal
210
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Journal of political economy
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International journal of production research
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Journal of macroeconomics
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The quarterly journal of economics
122
The economic journal : the journal of the Royal Economic Society
119
International economic review
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Public choice
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Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of public economics
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ECONIS (ZBW)
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EconStor
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USB Cologne (EcoSocSci)
54
OLC EcoSci
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RePEc
8
ArchiDok
2
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1
Is lead-lag stronger under bad news? : Evidence from a complementary test
Jokivuolle, Esa
;
Lanne, Markku
-
1997
Persistent link: https://www.econbiz.de/10000963925
Saved in:
2
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
3
The behavior of interest rates implied by the term structure of Eurodollar futures
Jegadeesh, Narasimhan
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
3
,
pp. 426-446
Persistent link: https://www.econbiz.de/10001334601
Saved in:
4
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
- In:
Advances in futures and options research : a research annual
6
(
1993
),
pp. 393-415
Persistent link: https://www.econbiz.de/10001145819
Saved in:
5
Reducing the bias in empirical studies due to limit moves
Sutrick, Kenneth H.
- In:
The journal of futures markets
13
(
1993
)
5
,
pp. 527-543
Persistent link: https://www.econbiz.de/10001145977
Saved in:
6
Analyzing dependence structure of equity, bond and money markets by using time-varying copulas
Nguyen, Cuong
;
Nguyen, Tristan
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 37-54
Persistent link: https://www.econbiz.de/10010339644
Saved in:
7
Efficiency of commodity futures : a vector autoregression analysis
Canarella, Giorgio
- In:
The journal of futures markets
5
(
1985
)
1
,
pp. 57-76
Persistent link: https://www.econbiz.de/10001128573
Saved in:
8
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
9
How efficient are the most liquid futures contracts? : a study of treasury bond futures
Taylor, Stephen
Persistent link: https://www.econbiz.de/10001273586
Saved in:
10
Implied volatility in options markets and conditional heteroscedasticity in stock markets
Choi, Seung-mook S.
- In:
The financial review : the official publication of the …
27
(
1992
)
4
,
pp. 503-530
Persistent link: https://www.econbiz.de/10001143740
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