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Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.; Kuttner, Kenneth N. - 1988
Persistent link: https://www.econbiz.de/10000756009
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Risk, mispricing, and asset allocation : conditioning on dividend yield
Shanken, Jay; Tamayo, Ane - 2001
Persistent link: https://www.econbiz.de/10001632875
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Modeling model uncertainty
Onatski, Alexei; Williams, Noah - 2003
Persistent link: https://www.econbiz.de/10001746748
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Forecasting transaction rates : the autoregressive conditional duration model
Engle, Robert F.; Russell, Jeffrey R. - 1994
Persistent link: https://www.econbiz.de/10000147454
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Financial market efficiency tests
Bollerslev, Tim; Hodrick, Robert J. - 1992
Persistent link: https://www.econbiz.de/10000136709
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Measuring business cycles : approximate band-pass filters for economic time series
Baxter, Marianne - 1995
Persistent link: https://www.econbiz.de/10000909035
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Estimating sectoral cycles using cointegration and common features
Engle, Robert F.; Issler, João Victor - 1993
Persistent link: https://www.econbiz.de/10000885426
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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Interpreting cointegrated models
Campbell, John Y.; Shiller, Robert J. - 1988
Persistent link: https://www.econbiz.de/10000753535
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Non-cointegration and econometric evaluation of models of regional shift and share
Brown, Scott James; Coulson, N. Edward; Engle, Robert F. - 1990
Persistent link: https://www.econbiz.de/10000786474