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Search: "Loretan, Michael"
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Loretan, Mico
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Chan, Eric
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Gyntelberg, Jacob
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Subhanij, Tientip
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Chaboud, Alain
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Chiquoine, Benjamin
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BIS working papers
International finance discussion papers
The international financial crisis and policy challenges in Asia and the Pacific : proceedings of the wrap-up conference of the Asian Research Programme, Shanghai, 6 - 8 August 2009
3
IMF Working Papers
2
IMF working papers
2
Journal of empirical finance
2
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Emerging markets review
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Focus section: financial infrastructure development in the NAFTA countries
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Handbuch Aufsichts- und Verwaltungsräte in Kreditinstituten : rechtlicher Rahmen, betriebswirtschaftliche Herausforderungen, Best Practices
1
Journal of Asian economics
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Journal of econometrics
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Journal of international money and finance
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The North American journal of economics and finance : a journal of financial economics studies
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The review of economic studies
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ECONIS (ZBW)
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International portfolio rebalancing and exchange rate fluctuations in Thailand
Gyntelberg, Jacob
;
Loretan, Mico
;
Subhanij, Tientip
; …
-
2009
Persistent link: https://www.econbiz.de/10003939784
Saved in:
2
Private information, stock markets, and exchange rates
Gyntelberg, Jacob
;
Loretan, Mico
;
Subhanij, Tientip
; …
-
2009
Persistent link: https://www.econbiz.de/10003847597
Saved in:
3
A note on the coefficient of determination in models with infinite variance variables
Kurz-Kim, Jeong-Ryeol
;
Loretan, Mico
-
2007
Persistent link: https://www.econbiz.de/10003997434
Saved in:
4
Frequency of observation and the estimation of integrated volatility in deep and liquid financial markets
Chaboud, Alain
;
Chiquoine, Benjamin
;
Hjalmarsson, Erik
; …
-
2007
Persistent link: https://www.econbiz.de/10003997594
Saved in:
5
Evaluating "correlation breakdowns" during periods of market volatility
Loretan, Mico
;
English, William B.
-
2000
Persistent link: https://www.econbiz.de/10001464198
Saved in:
6
Pitfalls in tests for changes in correlations
Boyer, Brian H.
;
Gibson, Michael S.
;
Loretan, Mico
-
1997
Persistent link: https://www.econbiz.de/10000645979
Saved in:
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