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Why do volatilities sometimes move together?
Rodrigues, Anthony P. - In: Proceedings (1995), pp. 123-146
Persistent link: https://www.econbiz.de/10005724198
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Tests of conditional mean-variance efficiency of the U.S. stock market
Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth A.; … - In: Journal of Empirical Finance 2 (1995) 1, pp. 3-18
Persistent link: https://www.econbiz.de/10005198987
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Tests of mean-variance efficiency of international equity markets
Engel, Charles; Rodrigues, Anthony P. - 1992
Persistent link: https://www.econbiz.de/10000854283
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Consistent covariance matrix estimation in probit models with autocorrelated errors
Estrella, Arturo; Rodrigues, Anthony P. - 1998
Persistent link: https://www.econbiz.de/10000986482
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Financial reform and monetary control in Japan
Kasman, Bruce - 1991
Persistent link: https://www.econbiz.de/10000830731
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US external imbalances : financial strains and macroeconomic choices
Hung, Juann-huey; Kasman, Bruce; Rodrigues, Anthony P. - 1990
Persistent link: https://www.econbiz.de/10000792821
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Conditional mean-variance efficiency of the US stock market
Engel, Charles; Frankel, Jeffrey A.; Froot, Kenneth; … - 1989
Persistent link: https://www.econbiz.de/10000762682
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A test of international CAPM
Engel, Charles; Rodrigues, Anthony P. - 1986
Persistent link: https://www.econbiz.de/10000713793
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Tests of international CAPM with time-varying covariances
Engel, Charles; Rodrigues, Anthony P. - 1987
Persistent link: https://www.econbiz.de/10000724460
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Tests of mean-variance efficiency of international equity markets
Engel, Charles; Rodrigues, Anthony P. - 1990
Persistent link: https://www.econbiz.de/10000811364