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Public information and the persistence of bond market volatility

Jones, Charles M.; Lamont, Owen A.; Lumsdaine, Robin L. - 1996

Persistent link: https://www.econbiz.de/10000572757

Wall Street vs. main street : an evaluation of probabilities

Lumsdaine, Robin L.; Potter van Loon, Rogier J. D. - 2013

Persistent link: https://www.econbiz.de/10009763695

How survey design affects self-assessed health responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)

Lumsdaine, Robin L.; Exterkate, Anneke - In: European economic review : EER 63 (2013), pp. 299-307

Persistent link: https://www.econbiz.de/10010233844

Market set-up in advance of Federal Reserve policy decisions

Dijk, Dick van; Lumsdaine, Robin L.; Wel, Michel van der - 2014

Persistent link: https://www.econbiz.de/10010239989

On the construction of prior information : an info-metrics approach

Golan, Amos; Lumsdaine, Robin L. - In: Essays in honor of Aman Ullah, (pp. 277-314). 2016

Persistent link: https://www.econbiz.de/10011530283

Retirement timing of women and the role of care responsibilities for grandchildren

Lumsdaine, Robin L.; Vermeer, Stephanie J. C. - 2014

Persistent link: https://www.econbiz.de/10010468879

Identifying the common component of international economic fluctuations : a new approach

Lumsdaine, Robin L.; Prasad, Eswar S. - 2002

In this paper, we develop an aggregation procedure using time-varying weights for constructing the common component of international economic fluctuations. The methodology for deriving time-varying weights is based on some stylized features of the data documented in the paper. The model allows...

Persistent link: https://www.econbiz.de/10011411238

Fenêtres et retraites

Lumsdaine, Robin L.

Persistent link: https://www.econbiz.de/10001277886

Three models of retirement : computational complexity versus predictive validity

Lumsdaine, Robin L. - In: Topics in the economics of aging : [papers presented at …, (pp. 21-57). 1992

Persistent link: https://www.econbiz.de/10001281668

Dating the integration of world equity markets

Bekaert, Geert; Harvey, Campbell R.; Lumsdaine, Robin L. - In: Journal of financial economics 65 (2002) 2, pp. 203-247

Persistent link: https://www.econbiz.de/10001693005