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31
Modelling exchange rates in continuous time : theory, estimation and option pricing
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1994
Persistent link: https://www.econbiz.de/10000901770
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32
Channels of interstate risksharing : US 1963 - 1990
Asdrubali, Pierfederico
;
Sørensen, Bent E.
;
Yosha, Oved
-
1995
Persistent link: https://www.econbiz.de/10000909200
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33
GMM estimation of a stochastic volatility model : a Monte Carlo study
Andersen, Torben
-
1995
Persistent link: https://www.econbiz.de/10000932332
Saved in:
34
Income and consumption smoothing among US states
Sørensen, Bent E.
;
Yosha, Oved
-
1996
Persistent link: https://www.econbiz.de/10000941798
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35
International risk sharing and European monetary unification
Sørensen, Bent E.
;
Yosha, Oved
-
1996
Persistent link: https://www.econbiz.de/10000956057
Saved in:
36
Consumption smoothing through fiscal policy in OECD and EU countries
Arreaza, Adriana
;
Sørensen, Bent E.
;
Yosha, Oved
-
1997
Persistent link: https://www.econbiz.de/10000983190
Saved in:
37
International risk sharing and European monetary unification
Sørensen, Bent E.
;
Yosha, Oved
-
1998
Persistent link: https://www.econbiz.de/10000983286
Saved in:
38
Permanent income, consumption, and aggregate constraints : evidence from US states
Ostergaard, Charlotte
;
Sørensen, Bent E.
;
Yosha, Oved
-
1998
Persistent link: https://www.econbiz.de/10000984373
Saved in:
39
Permanent income, consumption and aggregate constraints : evidence from US States
Ostergaard, Charlotte
;
Sørensen, Bent E.
;
Yosha, Oved
-
1998
Persistent link: https://www.econbiz.de/10000985808
Saved in:
40
Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
Ho, Mun S.
;
Perraudin, William R. M.
;
Sørensen, Bent E.
-
1992
Persistent link: https://www.econbiz.de/10000838347
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