Narrow search
Showing 1 - 10 of 15
Cover Image
Term Structure of Interest Rates with Regime Shifts
Bansal, Ravi; Zhou, Hao - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1997-2044
Persistent link: https://www.econbiz.de/10006558780
Cover Image
Term structure of interest rates with regime shifts
Bansal, Ravi; Zhou, Hao - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 1997-2044
Persistent link: https://www.econbiz.de/10001709393
Cover Image
Cointegration, Fractional Cointegration, and Exchange Rate Dynamics
Baillie, Richard T.; Bollerslev, Tim - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-746
Persistent link: https://www.econbiz.de/10006600357
Cover Image
Trading Patterns and Prices in the Interbank Foreign Exchange Market
Bollerslev, Tim; Domowitz, Ian - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1421-1444
Persistent link: https://www.econbiz.de/10006603646
Cover Image
SHORTER PAPERS - Variance-ratio Statistics and High-frequency Data: Testing for Changes in Intraday Volatility Patterns
Andersen, Torben G.; Bollerslev, Tim; Das, Ashish - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 305-328
Persistent link: https://www.econbiz.de/10006565898
Cover Image
Deutsche Mark-dollar volatility : intraday activity patterns, macroeconomic announcements and longer run dependencies
Andersen, Torben - In: The journal of finance : the journal of the American … 53 (1998) 1, pp. 219-265
Persistent link: https://www.econbiz.de/10001235487
Cover Image
Trading patterns and prices in the interbank foreign exchange market
Bollerslev, Tim - In: The journal of finance : the journal of the American … 48 (1993) 4, pp. 1421-1443
Persistent link: https://www.econbiz.de/10001152108
Cover Image
Common stochastic trends in a system of exchange rates
Baillie, Richard - In: The journal of finance : the journal of the American … 44 (1989) 1, pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Cover Image
Variance-ratio statistics and high-frequency data : testing for changes in intraday volatility patterns
Andersen, Torben; Bollerslev, Tim; Das, Ashish - In: The journal of finance : the journal of the American … 56 (2001) 1, pp. 305-327
Persistent link: https://www.econbiz.de/10001575072
Cover Image
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 737-745
Persistent link: https://www.econbiz.de/10001169038