Similar Search Results - EconBiz

Flight to what? : dissecting liquidity shortages in the financial crisis

Dong, Feng; Wen, Yi - 2017 - This version: August, 2017

We endogenize the liquidity and the quality of private assets in a tractable incomplete-market model with heterogeneous agents. The model decomposes the convenience yield of government bond into a "liquidity premium" (flight to liquidity) and a "safety premium" (flight to quality) over the...

Persistent link: https://www.econbiz.de/10011780935

Testing Granger causality in the presence of threshold effects

Li, Jing - In: International journal of forecasting 22 (2006) 4, pp. 771-780

Persistent link: https://www.econbiz.de/10003385876

Correlation and volatility dynamics in REIT returns : performance and portfolio considerations

Fei, Peng; Ding, Letian; Deng, Yongheng - In: The journal of portfolio management : a publication of … 36 (2009/10) 2, pp. 113-125

Persistent link: https://www.econbiz.de/10003967210

Internationality diversified investment using an integrated portfolio model

Konno, Hiroshi - In: International journal of theoretical and applied finance 1 (1998) 1, pp. 145-160

Persistent link: https://www.econbiz.de/10001236671

The effect of the livestock mandatory reporting act on market transparency and grid price dispersion

Fausti, Scott W.; Qasmi, Bashir A.; Li, Jing; Diersen, … - In: Agricultural and resource economics review : ARER 39 (2010) 3, pp. 457-467

Persistent link: https://www.econbiz.de/10009357047

Capital intensity and US county population growth during the late 19th century

Abrams, Burton A.; Li, Jing; Mulligan, James G. - In: Eastern economic journal 39 (2013) 1, pp. 18-27

Persistent link: https://www.econbiz.de/10009758720

A note on the oil price trend and GARCH shocks

Li, Jing; Thompson, Henry - In: The energy journal 31 (2010) 3, pp. 159-165

Persistent link: https://www.econbiz.de/10008732232

Capital intensity and US country population growth during the late nineteenth century

Abrams, Burton A.; Li, Jing; Mulligan, James G. - 2012

Persistent link: https://www.econbiz.de/10009569432

A survey on statistical methods for health care fraud detection

Li, Jing; Huang, Kuei-ying; Jin, Jionghua; Shi, Jianjun - In: Health care management science 11 (2008) 3, pp. 275-287

Persistent link: https://www.econbiz.de/10003766622

The steam engine and US urban growth during the late nineteenth century

Abrams, Burton A.; Li, Jing; Mulligan, James G. - 2009

Persistent link: https://www.econbiz.de/10003880605

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