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Systematic Cojumps, Market Com...
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Estimation
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Neely, Christopher J.
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Kam Fong Chan
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Bowman, Robert G.
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Erdemlioglu, Deniz
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Gradojevic, Nikola
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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:
2
Systematic cojumps, market component portfolios and scheduled macroeconomic announcements
Kam Fong Chan
;
Bowman, Robert G.
;
Neely, Christopher J.
- In:
Journal of empirical finance
43
(
2017
),
pp. 43-58
Persistent link: https://www.econbiz.de/10011817903
Saved in:
3
Testing asset pricing models with Euler equations : it's far worse than you think
Neely, Christopher J.
-
1995
Persistent link: https://www.econbiz.de/10000932722
Saved in:
4
Implied volatility from options on gold futures : do statistical forecasts add value or simply paint the lilly?
Neely, Christopher J.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982800
Saved in:
5
How persistent are unconventional monetary policy effects?
Neely, Christopher J.
- In:
Journal of international money and finance
126
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013435491
Saved in:
6
Predictability in international asset returns : a reexamination
Neely, Christopher J.
;
Weller, Paul A.
-
1997
Persistent link: https://www.econbiz.de/10000972578
Saved in:
7
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
;
Sarno, Lucio
- In:
Review / Federal Reserve Bank of St. Louis
84
(
2002
)
5
,
pp. 51-74
Persistent link: https://www.econbiz.de/10001782553
Saved in:
8
Risk aversion versus intertemporal substitution: a case study of identification failure in the intertemporal consumption capital asset pricing model
Neely, Christopher J.
;
Roy, Amlan
;
Whiteman, Charles H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
4
,
pp. 395-403
Persistent link: https://www.econbiz.de/10001646350
Saved in:
9
How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
Saved in:
10
Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael
(
contributor
); …
-
2003
-
[Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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