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On the effects of private information on volatility

Opschoor, Anne; Wel, Michel van der; Dijk, Dick van; … - 2011 - This version: May 9, 2011

We study the impact of private information on volatility in financial markets. We develop a comprehensive framework to investigate this link while controlling for the effects of both public information (such as macroeconomic news releases) and private information on prices and the effects of...

Persistent link: https://www.econbiz.de/10011386466

Corporate governance and the value of excess cash holdings of large European firms

Schauten, Maximilien Bernard Joseph; Dijk, Dick van; … - In: European financial management : the journal of the … 19 (2013) 5, pp. 991-1016

Persistent link: https://www.econbiz.de/10010237348

Bayesian forecasting of federal funds target rate decisions

Hauwe, Sjoerd van den; Paap, Richard; Dijk, Dick van - In: Journal of macroeconomics 37 (2013), pp. 19-40

Persistent link: https://www.econbiz.de/10010237941

Stock selection strategies in emerging markets

Hart, Jaap van der; Slagter, Erica; Dijk, Dick van - In: Journal of empirical finance 10 (2003) 1/2, pp. 105-132

Persistent link: https://www.econbiz.de/10001752079

A multi-level panel smooth transition autoregression for US sectoral production

Fok, Dennis (contributor); Dijk, Dick van (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001903604

Time-varying smooth transition autoregressive models

Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121

Persistent link: https://www.econbiz.de/10001728841

Macroeconomic crisis and individual firm performance : the Mexican experience

Watkins, Karen; Dijk, Dick van; Spronk, Jaap - 2004

Persistent link: https://www.econbiz.de/10002081855

Smooth transition autoregressive models : a survey of recent developments

Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10001660011

Changes in variability of the business cycle in the G7 countries

Dijk, Dick van (contributor); Osborn, Denise R. (contributor) - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001702113

A nonlinear long memory model, with an application to US unemployment

Dijk, Dick van; Franses, Philip Hans; Paap, Richard - In: Journal of econometrics 110 (2002) 2, pp. 135-165

Persistent link: https://www.econbiz.de/10001703505