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533,897 Total downloads
Showing Papers 2,701 - 2,750 of 3,420
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The Relation between Return and Volatility in the Commodity Markets Journal of Alternative Investments, Vol. 22, No.1, pp. 54-62, Summer 2001
Daniel Giamouridis
and
Michael Tamvakis
Date Posted: July 21, 2004Last Revised: March 24, 2008
Modeling the Defense-Growth Nexus in a Post-Conflict Country: A Piecewise Linear Approach University of Goettingen, Ibero-America Institute for Economic Research Discussion Paper No. 97
Gerhard Reitschuler
and
Josef Ludger Loening
Date Posted: July 19, 200445 downloads
Long-Horizon Regressions when the Predictor is Slowly Varying
Hyungsik Roger Moon ,
Antonio Rubia Serrano
and
Rossen I. Valkanov
Date Posted: July 18, 2004138 downloads
Central Bank Forex Interventions Assessed Using Realized Moments CORE Discussion Paper No. 2004/1
Michel A. R. Beine
,
Sébastien Laurent and
C. Palm
Date Posted: July 13, 2004154 downloads
The Role of the IFO Business Climate Indicator and Asset Prices in German Monetary Policy CESifo Working Paper Series No. 1204
Elmer Sterken
Date Posted: July 12, 200481 downloads
Do Ifo Indicators Help Explain Revisions in German Industrial Production? CESifo Working Paper Series No. 1205
Jan P. A. M. Jacobs and
Jan-Egbert Sturm
Date Posted: July 12, 200469 downloads
The Information Content of Forward and Futures Prices: Market Expectations and the Price of Risk FRB International Finance Discussion Paper No. 808
Sergey Chernenko
,
Krista Schwarz and
Jonathan H. Wright
Date Posted: July 02, 2004668 downloads
Investment Forecasting With Multivariate Linear Regression
James R. Fuller
Date Posted: July 01, 2004Last Revised: March 30, 2010476 downloads
Country Risk: Economic Policy, Contagion Effect or Political Noise? Journal of Applied Economics, Vol. 4, No. 1, pp. 125-162, May 2001
Julio J. Nogues and
Martin Grandes
Date Posted: June 29, 2004
Small Sample Properties of Forecasts from Autoregressive Models Under Structural Breaks CEPR Discussion Paper No. 4401
M. Hashem Pesaran and
Allan G. Timmermann
Date Posted: June 28, 200412 downloads
Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity Tinbergen Institute Discussion Paper No. 04-067/4
Martin Martens ,
Michiel De Pooter and
Dick J. C. van Dijk
Date Posted: June 24, 2004749 downloads
Normal Mixture GARCH(1,1): Applications to Exchange Rate Modelling ISMA Centre Finance Discussion Paper No. 2004-06
Carol Alexander and
Emese Lazar
Date Posted: June 23, 2004744 downloads
Long Memory in Stock Trading Volume: Evidence from Indian Stock Market
Alok Kumar
Date Posted: June 23, 2004352 downloads
Do Macroeconomic Announcements Cause Asymmetric Volatility? CentER Discussion Paper No. 2003-131
Peter de Goeij
and
Wessel Marquering
Date Posted: June 21, 2004107 downloads
Empirical Tests of the Mean-semivariance CAPM
Thierry Post and
Pim van Vliet
Date Posted: June 21, 20041272 downloads
Efficient Likelihood Inference in Nonstationary Univariate Models Econometric Theory, Vol. 20, pp. 116-146, 2004
Morten Ørregaard Nielsen
Date Posted: June 20, 2004
Optimal Residual Based Tests for Fractional Cointegration and Exchange Rate Dynamics Journal of Business and Economic Statistics, Vol. 22, pp. 331-345, 2004
Morten Ørregaard Nielsen
Date Posted: June 18, 2004
Local Empirical Measure of Multivariate Processes with Long Range Dependence Stochastic Processes and their Applications, Vol. 109, pp. 145-166, 2004
Morten Ørregaard Nielsen
Date Posted: June 18, 2004
There is a Risk-Return Tradeoff After All EFA 2004 Maastricht Meetings Paper No. 1345; Anderson Working Paper; CIRANO Working Paper
Eric Ghysels ,
Pedro Santa-Clara and
Rossen I. Valkanov
Date Posted: June 18, 2004739 downloads
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model
Frederique Bec
,
Melika Ben Salem
and
Marine Carrasco
Date Posted: June 17, 2004209 downloads
Autoregressive Conditional Tail Behavior and Results on Government Bond Yield Spreads
Niklas Wagner
Date Posted: June 16, 2004125 downloads
Estimation in Two Classes of Semiparametric Diffusion Models
Dennis Kristensen
Date Posted: June 15, 200468 downloads
A Semiparametric Diffusion Model for the Short Term Interest Rate
Dennis Kristensen
Date Posted: June 12, 2004108 downloads
The Term Structure of Credit Spreads on Euro Corporate Bonds CentER Discussion Paper No. 2003-46
Astrid Van Landschoot
Date Posted: June 08, 2004
Interest Rate Pass-Through in EU Acceding Countries: The Case of the Czech Republic, Hungary and Poland William Davidson Institute Working Paper No. 671
Balázs Égert ,
Thomas Reininger
and
Jesús Crespo Cuaresma
Date Posted: June 08, 2004149 downloads
Chi-square Tests for Parameter Stability
Marine Carrasco
Date Posted: June 08, 200495 downloads
Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship Journal of Business and Economic Statistics, Forthcoming
Frederique Bec
,
Melika Ben Salem
and
Marine Carrasco
Date Posted: June 08, 2004
The Bundesbank's Inflation Policy and Asymmetric Behavior of the German Term Structure Review of International Economics, Forthcoming
Martin T. Bohl and
Pierre L. Siklos
Date Posted: June 03, 2004
Presence of Conditional Heteroscesticity in Stock Returns: Evidence from NSE, India
Rijo M. John
Date Posted: June 01, 2004153 downloads
Empirical Characteristic Function Estimation and its Applications
Jun Yu
Date Posted: May 31, 2004285 downloads
Integrated Volatility and UHF-GARCH Models: A Comparison Using High Frequency Financial Data EFMA 2004 Basel Meetings Paper
Alain Coen
and
Francois-Eric Racicot
Date Posted: May 28, 2004569 downloads
Detecting Autoregressive Conditional Heteroskedasticity in Non-Gaussian Time Series EFMA 2004 Basel Meetings Paper
Burkhard Raunig
Date Posted: May 28, 2004134 downloads
Optimal Portfolio Allocation Under Higher Moments EFMA 2004 Basel Meetings Paper
Eric Jondeau and
Michael Rockinger
Date Posted: May 28, 2004950 downloads
Towards a Monthly Business Cycle Chronology for the Euro Area CEPR Discussion Paper No. 4377
Emanuel Moench and
Harald Uhlig
Date Posted: May 27, 200420 downloads
GARCH and Irregularly Spaced Data CentER Working Paper No. 2003-27
Nour Meddahi
,
Eric Renault
and
Bas J. M. Werker
Date Posted: May 26, 2004
Asymmetry in Okun's Law Canadian Journal of Economics, Vol. 37, No. 2, pp. 353-374, May 2004
Param Silvapulle
,
Imad A. Moosa and
Mervyn Silvapulle
Date Posted: May 26, 200427 downloads
Does a 'Correct' Parameter Estimate Tell a Better Story about Foreign Exchange Market Efficiency? EFMA 2004 Basel Meetings Paper
Peijie Wang
Date Posted: May 26, 2004163 downloads
A Markup Model of Inflation for the Euro Area ECB Working Paper No. 306
C. Bowdler and
Eilev S. Jansen
Date Posted: May 19, 2004143 downloads
A Structural Common Factor Approach to Core Inflation Estimation and Forecasting ECB Working Paper No. 305
Claudio Morana
Date Posted: May 18, 2004123 downloads
Modelling Inflation in the Euro Area ECB Working Paper No. 322
Eilev S. Jansen
Date Posted: May 16, 2004120 downloads
The Anatomy of Daily Stock Turnover
Gang Ma
Date Posted: May 16, 2004146 downloads
Explaining Bias in the Foreign Exchange Market: The Case of Traded Volatility and Fractional Cointegration EFMA 2004 Basel Meetings Paper
Neil Kellard
and
Nicholas Sarantis
Date Posted: May 14, 2004135 downloads
The Euro Effect on the Integration of the European Stock Markets EFMA 2004 Basel Meetings Paper
Mónica Melle Hernández
Date Posted: May 14, 2004406 downloads
On the Employment Effects of Part-Time Labor CentER Discussion Paper No. 2003-04
A. Gijsbert C. van Lomwel and
Jan C. van Ours
Date Posted: May 14, 2004
Nonlinear Adjustment in the Real Euro-Dollar Exchange Rate: The Role of the Productivity Differential as a Fundamental
Mariam Camarero and
Javier Ordóñez Monfort
Date Posted: May 13, 200492 downloads
Frequency Domain Principal Components Estimation of Fractionally Cointegrated Processes ECB Working Paper No. 321
Claudio Morana
Date Posted: May 13, 200491 downloads
Symmetric Normal Mixture GARCH EFMA 2004 Basel Meetings Paper
Emese Lazar
and
Carol Alexander
Date Posted: May 10, 2004351 downloads
Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments EFMA 2004 Basel Meetings Paper
Jean-Francois Bacmann and
Gregor Gawron
Date Posted: May 09, 20042289 downloads
Integer-Valued Moving Average Modelling of the Number of Transactions in Stocks Umea Economic Studies Working Paper No. 637
Kurt Brannas and
Shahiduzzaman Quoreshi
Date Posted: May 07, 200499 downloads
Bagging Time Series Models CEPR Discussion Paper No. 4333
Atsushi Inoue and
Lutz Kilian
Date Posted: May 05, 200425 downloads
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