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~person:"Dey, Malay K."
~person:"Wright, Jonathan H."
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Geldmarktpapier
7
Money market instruments
7
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Dey, Malay K.
Wright, Jonathan H.
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Lusinyan, Lusine
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2
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1
Asymmetric volume volatility causality in dual listing H-shares
Dey, Malay K.
;
Wang, Chaoyan
- In:
The journal of asset management : a major new, …
23
(
2022
)
5
,
pp. 419-428
Persistent link: https://www.econbiz.de/10013392097
Saved in:
2
Identifying VARs based on high frequency futures data
Faust, Jon
;
Swanson, Eric T.
;
Wright, Jonathan H.
-
2002
Persistent link: https://www.econbiz.de/10001657391
Saved in:
3
Identifying VARS based on high frequency futures data
Faust, Jon
;
Swanson, Eric T.
;
Wright, Jonathan H.
- In:
Journal of monetary economics
51
(
2004
)
6
,
pp. 1107-1131
Persistent link: https://www.econbiz.de/10002222223
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