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The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolay; Jamali, Ibrahim - In: Journal of empirical finance 19 (2012) 4, pp. 497-511
Persistent link: https://www.econbiz.de/10009996252
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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolay; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-610
Persistent link: https://www.econbiz.de/10009996258
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Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels
Gospodinov, Nikolaj; Hirukawa, Masayuki - In: Journal of empirical finance 19 (2012) 4, pp. 595-609
Persistent link: https://www.econbiz.de/10009615659
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The effects of Federal funds rate surprises on S&P 500 volatility and volatility risk premium
Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 19 (2012) 4, pp. 497-510
Persistent link: https://www.econbiz.de/10009615666
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On the properties of the constrained Hansen-Jagannathan distance
Gospodinov, Nikolaj; Kan, Raymond; Robotti, Cesare - In: Journal of empirical finance 36 (2016), pp. 121-150
Persistent link: https://www.econbiz.de/10011662813
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Foreign exchange predictability and the carry trade : a decomposition approach
Anatolyev, Stanislav; Gospodinov, Nikolaj; Jamali, Ibrahim - In: Journal of empirical finance 42 (2017), pp. 199-211
Persistent link: https://www.econbiz.de/10011808567
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Long-horizon stock valuation and return forecasts based on demographic projections
Chen, Chaoyi; Gospodinov, Nikolaj; Maynard, Alex; … - In: Journal of empirical finance 68 (2022), pp. 190-215
Persistent link: https://www.econbiz.de/10013464486