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Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model
Guo, Hui; Neely, Christopher J. - In: Economics letters 99 (2008) 2, pp. 371-374
Persistent link: https://www.econbiz.de/10003723835
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Jumps, cojumps and macro announcements
Lahaye, Jérôme (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003740681
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The microstructure of the US treasury market
Mizrach, Bruce Marshall (contributor);  … - 2008 - Rev.
Persistent link: https://www.econbiz.de/10003741013
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The dynamic interaction of order flows and the CAD/USD exchange rate
Gradojevic, Nikola (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741400
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Real interest rate persistence : evidence and implications
Neely, Christopher J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741438
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Is inflation an international phenomenon?
Neely, Christopher J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003741458
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Information shares in the US Treasury market
Mizrach, Bruce Marshall; Neely, Christopher J. - In: Journal of banking & finance 32 (2008) 7, pp. 1221-1233
Persistent link: https://www.econbiz.de/10003749175
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - In: Handbook of research methods and applications in …, (pp. 373-427). 2013
Persistent link: https://www.econbiz.de/10011897548
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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
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Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book
Bibinger, Markus; Neely, Christopher J.; Winkelmann, Lars - 2017
Persistent link: https://www.econbiz.de/10011691484