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A shadow rate or a quadratic policy rule? : the best way to enforce the zero lower bound in the United States
Andreasen, Martin Møller; Meldrum, Andrew - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 5, pp. 2261-2292
Persistent link: https://www.econbiz.de/10012140079
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Forward-looking policy rules and currency premia
Filippou, Ilias; Taylor, Mark P. - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 1, pp. 449-483
Persistent link: https://www.econbiz.de/10014247832
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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Measuring true stock index value in the presence of infrequent trading
Jokivuolle, Esa - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 3, pp. 455-464
Persistent link: https://www.econbiz.de/10001217159
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The estimation of quality-adjusted auction returns with varying transaction intervals
Taylor, William M. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 131-142
Persistent link: https://www.econbiz.de/10001122222
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Standard errors in event studies
Salinger, Michael A. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 39-53
Persistent link: https://www.econbiz.de/10001122227
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Long-horizon mean-reverting stock prices revisited
McQueen, Grant R. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10001122230
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Robust measurement of beta risk
Chan, Louis K. C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 265-282
Persistent link: https://www.econbiz.de/10001125358
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The probability of a trade at the ask : an examination of interday and intraday behavior
Porter, David C. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 2, pp. 209-227
Persistent link: https://www.econbiz.de/10001125361
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The treasury yield curve as a cointegrated system
Bradley, Michael G. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 449-463
Persistent link: https://www.econbiz.de/10001129735