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The U.S. business cycle, 1867-...
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Neely, Christopher J.
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4
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ECONIS (ZBW)
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1
An empirical study of Asian stock
volatility
using stochastic
volatility
factor model : factor analysis and forecasting
Lui, Silvia S. W.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003402009
Saved in:
2
COVID-induced economic uncertainty
Baker, Scott
;
Bloom, Nicholas
;
Davis, Steven J.
;
Terry, …
-
2020
Persistent link: https://www.econbiz.de/10012204869
Saved in:
3
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
-
2017
-
This version: April 2017
Persistent link: https://www.econbiz.de/10011691468
Saved in:
4
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus
;
Neely, Christopher J.
;
Winkelmann, Lars
-
2017
Persistent link: https://www.econbiz.de/10011691484
Saved in:
5
Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de
;
Raunig, Burkhard
-
2002
Persistent link: https://www.econbiz.de/10001650402
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6
Macroeconomic announcement effects on the covariance structure of bond returns
Christiansen, Charlotte
-
1999
Persistent link: https://www.econbiz.de/10001411173
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7
Does idiosyncratic risk matter : another look
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984084
Saved in:
8
Idiosyncratic
volatility
, stock market
volatility
, and expected stock returns
Guo, Hui
(
contributor
);
Savickas, Robert
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001985899
Saved in:
9
What happened to the US stock market? : Accounting for the last 50 years
Boldrin, Michele
;
Peralta-Alva, Adrian
-
2009
Persistent link: https://www.econbiz.de/10003870906
Saved in:
10
Stock market
volatility
, consumption and investment : an evaluation of the uncertainty hypothesis using post-war US data
Raunig, Burkhard
;
Scharler, Johann
-
2011
Persistent link: https://www.econbiz.de/10009229453
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