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Asymmetric cross-sectional dispersion in stock returns : evidence and implications
Duffee, Greg (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577854
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A comparison of discount rate models using international stock market data
Kasa, Kenneth - 1994 - Rev
Persistent link: https://www.econbiz.de/10000907530
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Is implied correlation worth calculating? : Evidence from foreign exchange options and historical data
Walter, Christian (contributor);  … - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577552
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The persistence of bank profits : what the stock market implies
Levonian, Mark E. - 1993
Persistent link: https://www.econbiz.de/10000895528
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Exchange rate overshooting and the costs of floating
Cavallo, Michele; Kisselev, Kate; Perri, Fabrizio; … - 2005
Persistent link: https://www.econbiz.de/10003159004
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Term premia and interest rate forecasts in affine models
Duffee, Greg (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001577848
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Maximum likelihood estimation with HP filtered data : an invariance theorem
Cogley, Timothy - 1994
Persistent link: https://www.econbiz.de/10000905755
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Estimating dynamic rational expectations models when the trend specification is uncertain
Cogley, Timothy - 1996
Persistent link: https://www.econbiz.de/10000939630
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Does a currency union affect trade? : The time series evidence
Glick, Reuven (contributor); Rose, Andrew (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625090
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Incorporating equity market information into supervisory monitoring models
Krainer, John (contributor); López, José A. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625087