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Portfolio insurance and lead-lag relationships during the subprime crisis : an empirical investigation with respect to European asset-backed securities, credit default swaps, and e...
Ehlers, Stefan
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2014
Persistent link: https://www.econbiz.de/10010474563
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Inattentiveness
Reis, Ricardo
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2004
Persistent link: https://www.econbiz.de/10003387334
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Essays in long memory and stock market volatility
Liu, Ming
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1996
Persistent link: https://www.econbiz.de/10001353978
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