|
| May 12 2013 |
Jay Kathavate |
| |
Corruption, aid volatility & growth |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 18 2013 |
Benoît Sévi and César Baena |
| |
The explanatory power of signed jumps for the risk-return tradeoff |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 04 2013 |
Ben Zaied Younes |
| |
A long-run analysis of residential water consumption |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 30 2013 |
Nicholas Herro and James Murray |
| |
Dynamics of Monetary Policy Uncertainty and the Impact on the Macroeconomy |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 08 2013 |
Aymen Ben Rejeb |
| |
Volatility spillovers and contagion: an empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 08 2012 |
Mohamed El Hédi Arouri , Amine Lahiani and Duc Khuong Nguyen |
| |
Oil-stock volatility transmission, portfolio selection and hedging |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 28 2012 |
Shigeyuki Hamori and Yoshihiro Hashiguchi |
| |
Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 26 2012 |
Keisuke Otsu |
| |
How well can business cycle accounting account for business cycles? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 10 2012 |
Robert Czudaj and Joscha Beckmann |
| |
Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 20 2012 |
Aymen Belgacem and Amine Lahiani |
| |
More on the impact of US macroeconomic announcements: Evidence from French and German stock markets' volatility |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| May 14 2012 |
Susan Sunila Sharma and Paresh Kumar Narayan |
| |
Investment and oil price volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2012 |
Dimitrios P. Louzis , Spyros Xanthopoulos - Sissinis and Apostolos P. Refenes |
| |
Stock index Value-at-Risk forecasting: A realized volatility extreme value theory approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 12 2012 |
Ahamada Ibrahim and Boutahar Mohamed |
| |
Power of the KPSS test against shift in variance:
a further investigation. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 04 2012 |
Gaetano Lisi and Mauro Iacobini |
| |
Measuring the Housing Price Dispersion in Italy |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 01 2012 |
Roger Collet |
| |
Household car use in France: a demographic and economic analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 23 2012 |
Shuichi Nagata |
| |
Consistent Estimation of Integrated Volatility Using Intraday Absolute Returns for SV Jump Diffusion Processes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 13 2012 |
Benoît Sévi and César Baena |
| |
A reassessment of the risk-return tradeoff at the daily horizon |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 11 2012 |
Takashi Miyazaki , Yuki Toyoshima and Shigeyuki Hamori |
| |
Exploring the dynamic interdependence between gold and other financial markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 09 2011 |
Chia Ricky Chee-Jiun and Lim Shiok Ye |
| |
Stock Market Anomalies in South Africa and its Neighbouring Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 24 2011 |
Ching-chin Chou and Show-lin Chen |
| |
Integrated or segmented? a wavelet transform analysis on relationship between stock and real estate markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 24 2011 |
Marcelo Brutti Righi and Paulo Sergio Ceretta |
| |
Analyzing the structural behavior of volatility in the Major European Markets during the Greek crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 12 2011 |
Khaled Guesmi |
| |
What Drives the Regional Integration of Emerging Stock Markets? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 09 2011 |
Loredana Ureche-Rangau , Fabien Collado and Ulysse Galiay |
| |
The dynamics of the volatility – trading volume relationship: New evidence from developed and emerging markets |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 28 2011 |
Loredana Ureche-Rangau and Franck Speeg |
| |
A simple method for variance shift detection at unknown time points |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 27 2011 |
Go Tamakoshi |
| |
European sovereign debt crisis and linkage of long-term government bond yields |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2011 |
Tran MANH Tuyen |
| |
Modeling Volatility Using GARCH Models: Evidence from Vietnam |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 13 2011 |
Marcelo Brutti Righi and Paulo Sérgio Ceretta |
| |
Estimating value at risk and optimal hedge ratio in Latin markets: a copula-based GARCH approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2011 |
Caroline Duburcq and Eric Girardin |
| |
The stabilization of foreign bank lending: A neglected benefit of hard pegs |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 06 2011 |
Scott W Hegerty |
| |
Do international capital flows smooth or transmit macroeconomic volatility? Time-series evidence from emerging markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 15 2011 |
Fardous Alom , Bert D Ward and Baiding Hu |
| |
Cross country mean and volatility spillover effects of food prices: multivariate GARCH analysis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 20 2011 |
George Milunovich |
| |
Measuring the Impact of the GFC on European Equity Markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 17 2011 |
Sadek Melhem and Michel Terraza |
| |
Onto Exchange Rate's Short Run Impact on Oil Prices Dynamics: An OPEC Members' perspective |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 15 2011 |
Walid Chkili and Duc Khuong Nguyen |
| |
Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 02 2011 |
Fernanda G Barba and Paulo S Ceretta |
| |
Risk transmission between Latin America stock markets and the US: impacts of the 2007/2008 Crisis |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 15 2011 |
Chaker Aloui Mr and Ben hamida Hela miss |
| |
Hurst's exponent behaviour, weak-form stock market efficiency
and financial liberalization: the Tunisian case
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 14 2011 |
François Benhmad |
| |
A wavelet analysis of oil price volatility dynamic |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Mar 14 2011 |
François Benhmad |
| |
Noise traders or Fundamentalists? A Wavelet approach |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 17 2011 |
Mazhar Yasin mughal and Farid Makhlouf |
| |
Volatility of Remittances to Pakistan: What do the Data Tell? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 14 2011 |
Peter Karpestam and Fredrik NG Andersson |
| |
A flexible CO2 targeting regime |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 07 2011 |
Sacha Bourgeois-gironde and Anne Corcos |
| |
Discriminating strategic reciprocity and acquired trust in the repeated trust-game |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 08 2010 |
Siow-Hooi Tan and Mohammad Tariqul Islam Khan |
| |
Long Memory Features in Return and Volatility of the Malaysian Stock Market |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 08 2010 |
Kamel malik Bensafta |
| |
Non-stationary Variance and Volatility Causality |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 03 2010 |
George Milunovich and Ronald Ripple |
| |
Crude Oil Volatility: Hedgers or Investors |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2010 |
Haifeng Xu and Shigeyuki Hamori |
| |
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 28 2010 |
Jean-michel Sahut |
| |
A Flexible Non Linear Model to Test the Expectation Hypothesis of Interest Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 27 2010 |
Thomas Grennes , Pablo Guerron-quintana and Asli Leblebicioglu |
| |
Economic Development and Volatility among the States |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Bolong Cao , Shamila Jayasuriya and William Shambora |
| |
Holding a commodity futures index fund in a globally diversified portfolio: A placebo effect? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 16 2010 |
Dean Fantazzini |
| |
Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 12 2010 |
Tho D.Q. Nguyen and Jian Wu |
| |
Spillover impacts of the US macroeconomic news: Australian sectoral perspective |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2010 |
Julien Chevallier |
| |
Volatility forecasting of carbon prices using factor models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2010 |
Sisi Zhang |
| |
Recent Trends in Household Income Dynamics for the
United States, Germany and Great Britain |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 27 2010 |
Cesar R Sobrino |
| |
The Effects of Inflation Targeting
on the Current Account: An Empirical Examination
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 30 2010 |
Yves Jegourel and Samuel Maveyraud |
| |
A reassessment of the European SRI Funds "underperformance": does the intensity of extra-financial negative screening matter? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 18 2010 |
Meixing Dai |
| |
Financial volatility and optimal instrument choice: A revisit to Poole's analysis
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 29 2010 |
Yen-Chen Chiu |
| |
Industry Concentration and Cash Flow at Risk |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jan 13 2010 |
Frederik Lundtofte |
| |
Implied volatility and risk aversion in a simple model with uncertain growth
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 06 2009 |
António Afonso and Davide Furceri |
| |
Sectoral Business Cycle Synchronization in the European Union |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 24 2009 |
Chandan Sharma |
| |
Does Full Sterilization Feasible in Era of Excess Volatility:
Evidence from India
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Nov 13 2009 |
Manish Kumar |
| |
A Bivariate Linear and Nonlinear Causality between Stock Prices and Exchange Rates |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 29 2009 |
Mei-yin Lin and Hui-hua Wang |
| |
What Causes the Volatility of the Balancing Item? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 29 2009 |
Helena Veiga |
| |
Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Oct 26 2009 |
Hans Byström |
| |
News aggregators, volatility and the stock market |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 16 2009 |
Jui-Cheng Hung , Ren-Xi Ni and Matthew C. Chang |
| |
The Information Contents of VIX Index and Range-based Volatility on Volatility Forecasting Performance of S&P 500 |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 30 2009 |
Olivier Damette |
| |
Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 25 2009 |
Neil Bania and Laura Leete |
| |
Monthly household income volatility in the U.S., 1991/92 vs. 2002/03 |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jul 29 2009 |
Chee-keong Choong Ph.D and Venus khim-sen Liew Ph.D |
| |
Impact of foreign direct investment volatility on
economic growth of asean-5 countries
|
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 05 2009 |
Ching-Chun Wei |
| |
An Empirical Analysis of the Taiwan Institutional Trading Volume Volatility Spillover on Stock Market Index Return |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 28 2009 |
Estela Sáenz , María Dolores Gadea and Marcela Sabaté |
| |
Measuring the external risk in the United Kingdom |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 15 2009 |
Daniel Danau |
| |
A note on fixed and flexible-term contracts |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 04 2009 |
Jim Lee |
| |
Food and Energy Prices in Core Inflation |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 03 2009 |
C. emre Alper and Orhan Torul |
| |
Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 27 2009 |
Eurilton Araujo |
| |
Supply-side effects of monetary policy and the central bank's objective function |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 14 2009 |
Giam Quang Do , Michael Mcaleer and Songsak Sriboonchitta |
| |
Effects of international gold market on stock exchange volatility:
evidence from asean emerging stock markets
|
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 01 2009 |
Anthony N Rezitis and Konstantinos S Stavropoulos |
| |
Modeling sheep supply response under asymmetric price volatility and cap reforms |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2009 |
Chia-Cheng Ho , Su-Yin Cheng and Han Hou |
| |
Purchasing Power Parity and Country Characteristics: Evidence from Time Series Analysis |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 13 2009 |
Shiba Suzuki |
| |
Risks after disasters: a note on the effects of precautionary saving on equity premiums |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 05 2009 |
Helena Veiga |
| |
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 28 2008 |
Wan-Hsiu Cheng |
| |
Overestimation in the Traditional GARCH Model During Jump Periods |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 14 2008 |
William Shambora and Shamila Jayasuriya |
| |
The world is shrinking: Evidence for stock market convergence |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
Multivariate GARCH modeling analysis of unexpected U.S. D, Yen and Euro-dollar to Reminibi volatility spillover to stock markets |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 10 2008 |
Ching-Chun Wei |
| |
The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2008 |
Mark J. Holmes and Sayeeda Bano |
| |
On openness and real exchange rate volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 26 2008 |
Chrysost Bangaké |
| |
Exchange Rate Volatility and Optimum Currency Area: Evidence from Africa |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 06 2008 |
Duc NGUYEN |
| |
An empirical analysis of structural changes in emerging market volatility |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 27 2008 |
Shyh-Wei Chen |
| |
Non-stationarity and Non-linearity in Stock Prices: Evidence from the OECD Countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 28 2008 |
Rebecca Neumann and Ron Penl |
| |
Volatile capital flows: Interactions between de jure and de facto financial liberalization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jan 22 2008 |
Davide Furceri and Georgios Karras |
| |
Business cycle volatility and country zize :evidence for a sample of OECD countries |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 17 2007 |
Matei Demetrescu |
| |
Volatility Clustering in High-Frequency Data: A self-fulfilling prophecy? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2007 |
Lawrence Uren |
| |
Entrepreneurship and labour market fluctuations |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 09 2007 |
Mark J. Holmes |
| |
Is a more stable exchange rate associated with reduced exchange rate pass-through? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Aug 21 2007 |
Bonnie Wilson , Jac Heckelman and Dennis Coates |
| |
Special-Interest Groups and Volatility |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 02 2007 |
Venus Khim-Sen Liew , Wing-Keung Wong and Zhuo Qiao |
| |
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 15 2007 |
Yen-Hsien Lee and Chien-Liang Chiu |
| |
The Impact of the QFIIs Deregulation on Normal and Abnormal Information Transmission Between the Stock and Exchange rates in Taiwan |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Jun 12 2007 |
Wen-Hsiu Kuo , Liu-Hsiang Hsu and Ching-Chung Lin |
| |
The impact of foreign trading information on emerging futures markets: a study of Taiwan's unique data set |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Mar 27 2007 |
Ming-Yuan Li , Hsuan-Ho Cheng , Yu-Chen Lin and Alan T. Wang |
| |
Determinants and Impacts of the Relative Use of Depository Receipts and Euro Convertible Bonds by High-tech Corporations: An Empirical Study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Feb 10 2007 |
Stefan Norrbin and Onsurang Pipatchaipoom |
| |
Is the real dollar rate highly volatile? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 06 2006 |
Jonas Andersson |
| |
Searching for the DGP when forecasting - Is it always meaningful for small samples? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 08 2006 |
Attila Ratfai |
| |
How Fast Is Convergence to the Law of One Price? Very |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Sep 05 2006 |
Erdal Atukeren and Aylin Seçkin |
| |
Art and the Economy: A First Look at the Market for Paintings in Turkey |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jul 03 2006 |
Fulvia Focker and Umberto Triacca |
| |
A new proxy of the average volatility of a basket of returns: A Monte Carlo study |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Dec 06 2005 |
Sergio Da Silva , Newton Da Costa, Jr , Joao Tusi and Andre Santos |
| |
Evaluating Brazilian mutual funds with stochastic frontiers |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Apr 01 2005 |
Venus Khim-Sen Liew and Terence Tai-leung Chong |
| |
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 25 2004 |
M. Hossein Partovi and Michael Caputo |
| |
Principal Portfolios: Recasting the Efficient Frontier |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Oct 08 2004 |
Taro Kanatani |
| |
Integrated volatility measuring from unevenly sampled observations |
| |
Abstract Contact Information Citation Full Text - Comment |
| |
| Aug 25 2004 |
Frank Westerhoff and Sebastiano Manzan |
| |
Does liquidity in the FX market depend on volatility? |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Jun 09 2004 |
Udo Broll and Jack E. Wahl |
| |
Optimal hedge ratio and elasticity of risk aversion |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| May 04 2004 |
Chongcheul Cheong |
| |
Does the risk of exchange rate fluctuation really affect international trade flows between countries? |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Apr 21 2004 |
Simon Grant and John Quiggin |
| |
Noise Trader Risk and the Welfare Effects of Privatization |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Feb 19 2004 |
AHAMADA IBRAHIM |
| |
A complementary test for the KPSS test with an application to the US Dollar/Euro exchange rate |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Dec 12 2003 |
AHAMADA IBRAHIM |
| |
Non stationarity characteristics of the S\&P500 returns:An approach based on the evolutionary spectral density. |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Nov 23 2003 |
Kyongwook Choi , William Shambora and Chulho Jung |
| |
Macroeconomic Effects of Inflation Targeting Policy in New Zealand |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Aug 02 2003 |
Corrado Di Guilmi , Mauro Gallegati and Edoardo Gaffeo |
| |
Power Law Scaling in the World Income Distribution |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 22 2002 |
Konstantin A. Kholodilin |
| |
Some Evidence of Decreasing Volatility of the US Coincident Economic Indicator |
| |
Abstract Contact Information Citation Full Text - Preliminary Result |
| |
| Sep 05 2002 |
Yi-Ting Chen |
| |
On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study |
| |
Abstract Contact Information Citation Full Text - Note |
| |
| Oct 23 2001 |
João Amaro de Matos and Paula Antão |
| |
Super-replicating Bounds on European Option Prices when the Underlying Asset is Illiquid |
| |
Abstract Contact Information Citation Full Text - Note |
| |
