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Stock market volatility and the business cycle
Hamilton, James D.; Lin, Gang - 1996
Persistent link: https://www.econbiz.de/10000937873
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Messung und Prognose von Volatilitäten am Beispiel des DAX-Index
Sautter, Jörg - 1996 - 1. Aufl
Persistent link: https://www.econbiz.de/10000937935
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Expectation traps and discretion
Chari, Varadarajan V.; Christiano, Lawrence J.; … - 1996
Persistent link: https://www.econbiz.de/10000938619
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Exchange rate volatility and international trade flows : a new approach
Lao, Dashing - 1993
Persistent link: https://www.econbiz.de/10000938902
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An analytically tractable interest rate model with humped volatility
Mercurio, Fabio; Moraleda Novo, Juan Manuel - 1996
Persistent link: https://www.econbiz.de/10000939515
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On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel; Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939555
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Excess volatility and predictability of stock prices in autoregressive dividend models with learning
Timmermann, Allan - 1996
Persistent link: https://www.econbiz.de/10000939557
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Expectation traps and discretion
Chari, Varadarajan V.; Christiano, Lawrence J.; … - 1996
Persistent link: https://www.econbiz.de/10000939627
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Real exchange rates and commodity prices
Dupont, Dominique - 1996
Persistent link: https://www.econbiz.de/10000940285
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Central bank intervention and risk in the forward premium
Baillie, Richard; Osterberg, William P. - 1996
Persistent link: https://www.econbiz.de/10000941570