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Noisy Signals : Do Ratings’ Vo...
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1051
Modelling implied
volatility
with OLS and panel data models
Ncube, Mthuli
- In:
Journal of banking & finance
20
(
1996
)
1
,
pp. 71-84
Persistent link: https://www.econbiz.de/10001193528
Saved in:
1052
After the deluge : do fixed exchange rates allow inter-temporal
volatility
tradeoffs?
Rose, Andrew
- In:
International journal of finance & economics : IJFE
1
(
1996
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10001193832
Saved in:
1053
Continuous record asymptotics for rolling sample variance estimators
Foster, Dean P.
- In:
Econometrica : journal of the Econometric Society, an …
64
(
1996
)
1
,
pp. 139-174
Persistent link: https://www.econbiz.de/10001194163
Saved in:
1054
Pricing options on foreign assets when interest rates are stochastic
Wei, Jason
- In:
Advances in international banking and finance
1
(
1995
),
pp. 67-89
Persistent link: https://www.econbiz.de/10001194433
Saved in:
1055
Insider trading : regulation, securities markets, and welfare under risk aversion
Estrada, Javier
- In:
The quarterly review of economics and finance : journal …
35
(
1995
)
4
,
pp. 421-449
Persistent link: https://www.econbiz.de/10001194588
Saved in:
1056
Modeling the changing asymmetry of traditional variances
Fornari, Fabio
- In:
Economics letters
50
(
1996
)
2
,
pp. 197-203
Persistent link: https://www.econbiz.de/10001194690
Saved in:
1057
Search in the labor market and the real business cycle
Merz, Monika
- In:
Journal of monetary economics
36
(
1995
)
2
,
pp. 269-300
Persistent link: https://www.econbiz.de/10001194829
Saved in:
1058
When the bubble bursts : psychology or fundamentals?
Ohanian, Lee E.
- In:
Business review / Federal Reserve Bank of Philadelphia
(
1996
),
pp. 3-13
Persistent link: https://www.econbiz.de/10001194900
Saved in:
1059
Influences of demand shocks on exchange rate
volatility
: imperfect capital mobility and substitutability
Gazioğlu, Şaziye
- In:
The Manchester School of Economic and Social Studies
64
(
1996
)
1
,
pp. 79-95
Persistent link: https://www.econbiz.de/10001196382
Saved in:
1060
Continuous time conditionally heteroskedastic models :
theory
with applications to the term structure of interest rates
Fornari, Fabio
- In:
Economic notes : economic review of Banca Monte dei …
24
(
1995
)
2
,
pp. 327-352
Persistent link: https://www.econbiz.de/10001196572
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