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Regime shifts in the Danish term structure of interest rates
Engsted, Tom; Nyholm, Ken - In: Empirical economics : a journal of the Institute for … 25 (2000) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10001452532
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Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken - In: The European journal of finance 5 (1999) 2, pp. 109-122
Persistent link: https://www.econbiz.de/10001439621
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818
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A new approach to predicting recessions
Nyholm, Ken - In: Economic notes : economic review of Banca Monte dei … 36 (2007) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10003467296
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A rotated Dynamic Nelson-Siegel model with macro-financial applications
Nyholm, Ken - 2015
Persistent link: https://www.econbiz.de/10011349806
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Insurance and banking interconnectedness in Europe : the opinion of equity markets
Nyholm, Ken - In: Economics research international (2012), pp. 1-8
Persistent link: https://www.econbiz.de/10010350270
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - In: Journal of applied econometrics 18 (2003) 4, pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
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Estimation of the bid-ask spread on Danish stocks, an evaluation of Roll's estimator
Nyholm, Ken - In: Applied financial economics 7 (1997) 6, pp. 605-610
Persistent link: https://www.econbiz.de/10001240815
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Estimation of the bid - ask spread on Danish stocks, and evaluation of Roll's estimator
Nyholm, Ken - 1995
Persistent link: https://www.econbiz.de/10000926197