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Heteroskedasticity in stock return data : volume versus GARCH effects
Lamoureux, Christopher G. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 221-229
Persistent link: https://www.econbiz.de/10001084196
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Persistence in variance, structural change, and the GARCH model
Lamoureux, Christopher G. - In: Journal of business & economic statistics : JBES ; a … 8 (1990) 2, pp. 225-234
Persistent link: https://www.econbiz.de/10001086686
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The real price of housing and money supply shocks: time series evidence and theoretical simulations
Lastrapes, William Dean - In: Journal of housing economics 11 (2002) 1, pp. 40-74
Persistent link: https://www.econbiz.de/10001685961
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Empirical analysis of the yield curve : the information in the data viewed through the window of Cox, Ingersoll, and Ross
Lamoureux, Christopher G.; Witte, H. Douglas - In: The journal of finance : the journal of the American … 57 (2002) 3, pp. 1479-1520
Persistent link: https://www.econbiz.de/10001685013
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International evidence on equity prices, interest rates and money
Lastrapes, William Dean - In: Journal of international money and finance 17 (1998) 3, pp. 377-406
Persistent link: https://www.econbiz.de/10001246600
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Buffer-stock money : interpreting short-run dynamics using long-run restrictions
Lastrapes, William Dean - In: Journal of money, credit and banking : JMCB 26 (1994) 1, pp. 34-54
Persistent link: https://www.econbiz.de/10001162953
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The impact of exchange rate volatility on international trade : reduced form estimates using the GARCH-in-mean model
Kroner, Kenneth F. - In: Journal of international money and finance 12 (1993) 3, pp. 298-318
Persistent link: https://www.econbiz.de/10001142246