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A test of the expectations hypothesis of the term structure using cross-section data
Harris, Richard D. F. - 1998
Persistent link: https://www.econbiz.de/10000998641
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The guilt-equity yield ratio and the predictability of UK and US equity returns
Harris, Richard D. F.; Sanchez-Valle, René - 1998
Persistent link: https://www.econbiz.de/10000998646
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Robust estimation of the optimal hedge ratio
Harris, Richard D. F.; Shen, Jian - In: The journal of futures markets 23 (2002) 8, pp. 799-816
Persistent link: https://www.econbiz.de/10001780635
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A simplified approach to modeling the co-movement of asset returns
Harris, Richard D. F.; Stoja, Evarist; Tucker, Jon - In: The journal of futures markets 27 (2007) 6, pp. 575-598
Persistent link: https://www.econbiz.de/10003493113
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Have FSRs got news for you? : evidence from the impact of Financial Stability Reports on market activity
Harris, Richard D. F.; Karadotchev, Veselin; … - 2019
Persistent link: https://www.econbiz.de/10011996539
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Estimation of VaR with bias-corrected forecasts of conditional volatility
Harris, Richard D. F.; Shen, Jian - In: The journal of derivatives : the official publication … 11 (2004) 4, pp. 10-20
Persistent link: https://www.econbiz.de/10002108829