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~isPartOf:"CREATES research paper"
~person:"Engle, Robert F."
~person:"Fernandes, Marcelo"
~person:"Gupta, Rangan"
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Engle, Robert F.
Fernandes, Marcelo
Gupta, Rangan
Christiansen, Charlotte
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Bollerslev, Tim
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Todorov, Viktor
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CREATES research paper
Department of Economics working paper series
42
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
15
Discussion paper / Department of Economics, University of California San Diego
11
Energy economics
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Research in international business and finance
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Working papers / University of Connecticut, Department of Economics
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International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International journal of finance & economics : IJFE
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Journal of forecasting
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The European journal of finance
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Working paper series / University of Zurich, Department of Economics
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Applied economics
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Economic modelling
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Journal of multinational financial management
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
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Economics letters
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial markets
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ECONIS (ZBW)
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And now, the rest of the news : volatility and firm specific news arrival
Engle, Robert F.
;
Hansen, Martin Klint
;
Lunde, Asger
-
2012
Persistent link: https://www.econbiz.de/10009785771
Saved in:
2
Improving on daily measures of price discovery
Dias, Gustavo Fruet
;
Fernandes, Marcelo
;
Scherrer, …
-
2016
Persistent link: https://www.econbiz.de/10011541625
Saved in:
3
Effects of economic policy uncertainty shocks on the long-run US-UK stock market correlation
Asgharian, Hossein
;
Christiansen, Charlotte
;
Gupta, Rangan
-
2016
Persistent link: https://www.econbiz.de/10011541711
Saved in:
4
Price discovery in dual-class shares across multiple markets
Fernandes, Marcelo
;
Scherrer, Cristina M.
-
2014
Persistent link: https://www.econbiz.de/10010336589
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