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~person:"Goetzmann, William N."
~person:"Reichlin, Lucrezia"
~person:"Shields, Kalvinder K."
~person:"Smets, Frank"
~subject:"USA"
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Goetzmann, William N.
Reichlin, Lucrezia
Shields, Kalvinder K.
Smets, Frank
Hart, Robert A.
3
Malley, James R.
3
Campbell, John Y.
2
Croux, Christophe
2
Forni, Mario
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Gatev, Evan G.
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Rouwenhorst, K. Geert
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Pairs trading : performance of a relative-value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 797-827
Persistent link: https://www.econbiz.de/10003358392
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2
Output gap uncertainty : does it matter for the Taylor rule?
Smets, Frank
- In:
Empirical economics : a journal of the Institute for …
27
(
2002
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10001643329
Saved in:
3
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
;
Forni, Mario
;
Reichlin, Lucrezia
- In:
The review of economics and statistics
83
(
2001
)
2
,
pp. 232-241
Persistent link: https://www.econbiz.de/10001579515
Saved in:
4
Pairs trading : performance of a relative value arbitrage rule
Gatev, Evan G.
;
Goetzmann, William N.
;
Rouwenhorst, K. Geert
-
1999
Persistent link: https://www.econbiz.de/10001378340
Saved in:
5
A measure of comovement for economic variables : theory and empirics
Croux, Christophe
-
1999
Persistent link: https://www.econbiz.de/10013422947
Saved in:
6
Output gap uncertainty : does it matter for the taylor rule?
Smets, Frank
-
1998
Persistent link: https://www.econbiz.de/10013431831
Saved in:
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