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Duarte, Jefferson; McManus, Douglas A. - In: Real estate economics : journal of the American Real … 39 (2011) 4, pp. 671-700

Persistent link: https://www.econbiz.de/10009406353

Residential Mortgage Credit Derivatives

Duarte, Jefferson; McManus, Douglas A. - In: Real estate economics : journal of the American Real … 39 (2011) 4, pp. 671-701

Persistent link: https://www.econbiz.de/10009799365

Evaluating an alternative risk preference in affine term structure models

Duarte, Jefferson - In: The review of financial studies 17 (2004) 2, pp. 379-404

Persistent link: https://www.econbiz.de/10002026873

The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications

Duarte, Jefferson - In: The review of financial studies 21 (2008) 4, pp. 1689-1731

Persistent link: https://www.econbiz.de/10003765319

Alternative Lending Channels and the Crisis in U.S. Housing Markets

Berkovec, Jim; Chang, Yan; McManus, Douglas A. - In: Real Estate Economics 40 (2012) 12, pp. 8-8

Persistent link: https://www.econbiz.de/10010641853

Who Invented Local Power Analysis?

McManus, Douglas A. - In: Econometric Theory 7 (1991) 02, pp. 265-268

Asymptotic local power analysis has become an important and increasingly used technique in econometrics. This paper reviews the history of local power analysis and delineates the contribution of J.Neyman, E.J.G. Pitman, and G. Noether.

Persistent link: https://www.econbiz.de/10005411928

Multiple optima and asymptotic approximations in the partial adjustment model

McManus, Douglas A.; Nankervis, John C.; Savin, N. E. - In: Journal of Econometrics 62 (1994) 2, pp. 91-128

Persistent link: https://www.econbiz.de/10005192282

How common is identification in parametric models?

McManus, Douglas A. - In: Journal of Econometrics 53 (1992) 1-3, pp. 5-23

Persistent link: https://www.econbiz.de/10005115502

The effects of closure policies on bank risk-taking

Davies, Sally M.; McManus, Douglas A. - In: Journal of Banking & Finance 15 (1991) 4-5, pp. 917-938

Persistent link: https://www.econbiz.de/10005201104

The effects of closure policies on bank risk-taking

Davies, Sally M.

Persistent link: https://www.econbiz.de/10001278300