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~type_genre:"Aufsatz in Zeitschrift"
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Multivariate Realized Stock Ma...
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Portfolio selection
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Aufsatz in Zeitschrift
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Vorkink, Keith
14
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Albuquerque, Rui
2
Granziera, Eleonora
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Linton, Oliver
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Nadauld, Taylor D.
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The review of financial studies
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ECONIS (ZBW)
20
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1
Forecasting multivariate realized stock market volatility
Bauer, Gregory H.
;
Vorkink, Keith
- In:
Journal of econometrics
160
(
2011
)
1
,
pp. 93-101
Persistent link: https://www.econbiz.de/10009242535
Saved in:
2
International house price cycles, monetary policy and credit
Bauer, Gregory H.
- In:
Journal of international money and finance
74
(
2017
),
pp. 88-114
Persistent link: https://www.econbiz.de/10011787922
Saved in:
3
Return distributions and improved tests of asset pricing models
Vorkink, Keith
- In:
The review of financial studies
16
(
2003
)
3
,
pp. 845-874
Persistent link: https://www.econbiz.de/10001794937
Saved in:
4
Monetary policy, private debt, and financial stability risks
Bauer, Gregory H.
;
Granziera, Eleonora
- In:
International journal of central banking : IJCB
13
(
2017
)
3
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011760228
Saved in:
5
Discussion of "Monetary policy, private debt, and financial stability risks"
Jordà, Òscar
- In:
International journal of central banking : IJCB
13
(
2017
)
3
,
pp. 375-383
Persistent link: https://www.econbiz.de/10011898524
Saved in:
6
International equity flows and returns : a quantitative equilibrium approach
Albuquerque, Rui
;
Bauer, Gregory H.
;
Schneider, Martin
- In:
The review of economic studies
74
(
2007
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10003402169
Saved in:
7
The monetary origins of asymmetric information in international equity markets
Bauer, Gregory H.
;
Vega, Clara
- In:
Journal of international money and finance
27
(
2008
)
7
,
pp. 1029-1055
Persistent link: https://www.econbiz.de/10003780681
Saved in:
8
Global private information in international equity markets
Albuquerque, Rui
;
Bauer, Gregory H.
;
Schneider, Martin
- In:
Journal of financial economics
94
(
2009
)
1
,
pp. 18-46
Persistent link: https://www.econbiz.de/10003891540
Saved in:
9
Neighborhood effects on speculative behavior
Mitton, Todd
;
Vorkink, Keith
;
Wright, Ian
- In:
Journal of economic behavior & organization : JEBO
151
(
2018
),
pp. 42-61
Persistent link: https://www.econbiz.de/10011986312
Saved in:
10
The liquidity cost of private equity investments : Evidence from secondary market transactions
Nadauld, Taylor D.
;
Sensoy, Berk A.
;
Vorkink, Keith
; …
- In:
Journal of financial economics
132
(
2019
)
3
,
pp. 158-181
Persistent link: https://www.econbiz.de/10012164021
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