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Dealer market structure, outside competition, and the bid-ask spread
Laux, Paul A. - In: Journal of economic dynamics & control 19 (1995) 4, pp. 683-710
Persistent link: https://www.econbiz.de/10001176566
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Stock prices and monetary policy shocks : a general equilibrium approach
Challe, Edouard; Giannitsarou, Chryssi - In: Journal of economic dynamics & control 40 (2014), pp. 46-66
Persistent link: https://www.econbiz.de/10010424449
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Capturing common components in high-frequency financial time series : a multivariate stochastic multiplicative error model
Hautsch, Nikolaus - In: Journal of economic dynamics & control 32 (2008) 12, pp. 3978-4015
Persistent link: https://www.econbiz.de/10003804813
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Identification of DSGE models : the effect of higher-order approximation and pruning
Mutschler, Willi - In: Journal of economic dynamics & control 56 (2015), pp. 34-54
Persistent link: https://www.econbiz.de/10011574556
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Stock market conditions and monetary policy in a DSGE model for the US
Castelnuovo, Efrem; Nisticò, Salvatore - In: Journal of economic dynamics & control 34 (2010) 9, pp. 1700-1731
Persistent link: https://www.econbiz.de/10009125839
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Behavioral heterogeneity in stock prices
Boswijk, Herman Peter; Hommes, Cars H.; Manzan, Sebastiano - In: Journal of economic dynamics & control 31 (2007) 6, pp. 1938-1970
Persistent link: https://www.econbiz.de/10003487859
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Market risk and asset prices
Smith, Richard Todd - In: Journal of economic dynamics & control 17 (1993) 4, pp. 555-569
Persistent link: https://www.econbiz.de/10001142563
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Threshold heteroskedastic models
Zakoïan, Jean-Michel - In: Journal of economic dynamics & control 18 (1994) 5, pp. 931-955
Persistent link: https://www.econbiz.de/10001168038
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A simple discrete-time approximation of continuous-time bubbles
Fukuta, Yuichi - In: Journal of economic dynamics & control 22 (1998) 6, pp. 937-954
Persistent link: https://www.econbiz.de/10001241695
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Learning from experience in the stock market
Nakov, Anton; Nuño, Galo - In: Journal of economic dynamics & control 52 (2015), pp. 224-239
Persistent link: https://www.econbiz.de/10011474196