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Modeling Yield-Factor Volatili...
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Smith, Daniel R.
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Asymmetry in stochastic volatility models : threshold or correlation?
Smith, Daniel R.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
3
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009949949
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2
The future of banking is already here
Streeter, William W.
;
Smith, Daniel R.
- In:
ABA banking journal
85
(
1993
)
11
,
pp. 34-41
Persistent link: https://www.econbiz.de/10006690330
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3
Assessments of Current U.S.-Japan Banking strategies - THE MAJOR ROLE BANKS PLAY IN OUR NATIONAL ECONOMY
Smith, Daniel R.
- In:
Vital speeches of the day : a semimonthly journal
61
(
1994
)
1
,
pp. 18-20
Persistent link: https://www.econbiz.de/10006005649
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4
The Future of Banking - THE ENGINE THAT DRIVES THE U.S. ECONOMY
Smith, Daniel R.
- In:
Vital speeches of the day : a semimonthly journal
60
(
1994
)
11
,
pp. 345-346
Persistent link: https://www.econbiz.de/10006005790
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5
Markov-Switching and Stochastic Volatility Diffusion Models of Short-Term Interest Rates
Smith, Daniel R.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
2
,
pp. 183-197
Persistent link: https://www.econbiz.de/10008216409
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6
Yield-factor volatility models
Pérignon, Christophe
;
Smith, Daniel R.
- In:
Journal of banking & finance
31
(
2007
)
10
,
pp. 3125-3144
Persistent link: https://www.econbiz.de/10007795191
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7
Business cycle dynamics with duration dependence and leading indicators
Layton, Allan P.
;
Smith, Daniel R.
- In:
Journal of macroeconomics
29
(
2007
)
4
,
pp. 855-875
Persistent link: https://www.econbiz.de/10007873410
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8
Conditional coskewness and asset pricing
Smith, Daniel R.
- In:
Journal of empirical finance
14
(
2007
)
1
,
pp. 91-119
Persistent link: https://www.econbiz.de/10007598955
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9
Why common factors in international bond returns are not so common
Pérignon, Christophe
;
Smith, Daniel R.
;
Villa, Christophe
- In:
Journal of international money and finance
26
(
2007
)
2
,
pp. 284-304
Persistent link: https://www.econbiz.de/10007604796
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10
Institutional ownership, volatility and dividends
Rubin, Amir
;
Smith, Daniel R.
- In:
Journal of banking & finance
33
(
2009
)
4
,
pp. 627-639
Persistent link: https://www.econbiz.de/10008175320
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