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~person:"Goetzmann, William N."
~person:"Shields, Kalvinder K."
~person:"Smets, Frank"
~subject:"USA"
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Goetzmann, William N.
Shields, Kalvinder K.
Smets, Frank
Hart, Robert A.
3
Malley, James R.
3
Campbell, John Y.
2
Croux, Christophe
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Forni, Mario
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Gatev, Evan G.
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Reichlin, Lucrezia
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The review of financial studies
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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
Saved in:
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
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:
4
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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