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219
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25
Grammig, Joachim G.
24
Schrimpf, Andreas
23
Sönksen, Jantje
19
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17
Schlag, Christian
15
Fernandes, Marcelo
14
Peter, Franziska J.
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Grammig, J.
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Melvin, Michael
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9
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Annual Conference 2014 (Hamburg): Evidence-based Economic Policy
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251
A new marked point process model for the federal funds rate target
Grammig, Joachim
;
Kehrle, Kerstin
- In:
Journal of economic dynamics & control
32
(
2008
)
7
,
pp. 2370
Persistent link: https://www.econbiz.de/10008065212
Saved in:
252
Limit order books and trade informativeness
Beltran-Lopez, Hlena
;
Grammig, Joachim
;
Menkveld, Albert J.
- In:
The European journal of finance
18
(
2012
)
9
,
pp. 737-760
Persistent link: https://www.econbiz.de/10010040797
Saved in:
253
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns
Grammig, Joachim
;
Schrimpf, Andreas
- In:
Review of financial economics : RFE
18
(
2009
)
3
,
pp. 113-124
Persistent link: https://www.econbiz.de/10008895291
Saved in:
254
Asset pricing with a reference level of consumption: New evidence from the cross-section of stock returns
Grammig, Joachim
;
Schrimpf, Andreas
- In:
Review of financial economics : RFE
18
(
2009
)
3
,
pp. 113-123
Persistent link: https://www.econbiz.de/10008277053
Saved in:
255
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim
;
Schrimpf, Andreas
;
Schuppli, Michael
- In:
The European journal of finance
15
(
2009
)
5
,
pp. 511-532
Persistent link: https://www.econbiz.de/10008285613
Saved in:
256
Commonalities in the order book
Beltran-Lopez, Héléna
;
Giot, Pierre
;
Grammig, Joachim
- In:
Financial markets and portfolio management
23
(
2009
)
3
,
pp. 209-242
Persistent link: https://www.econbiz.de/10008305490
Saved in:
257
Long-horizon consumption risk and the cross-section of returns: new tests and international evidence
Grammig, Joachim
;
Schrimpf, Andreas
;
Schuppli, Michael
- In:
The European journal of finance
15
(
2009
)
5
,
pp. 511-533
Persistent link: https://www.econbiz.de/10008744149
Saved in:
258
Autsätze - Anwendung mikroökonometrischer Methoden in der empirischen Finanzmarktanalyse
Hujer, Reinhard
;
Grammig, Joachim
- In:
IFO-Studien : Zeitschrift für empirische …
44
(
1998
)
2
,
pp. 179-198
Persistent link: https://www.econbiz.de/10006577101
Saved in:
259
Microeconometric Modelling of Brand Choice with Infrequent Purchases
Grammig, Joachim
;
Hujer, Reinhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
81
(
1997
)
4
,
pp. 362-376
Persistent link: https://www.econbiz.de/10006581226
Saved in:
260
Modeling the interdependence of volatility and inter-transaction duration processes
Grammig, Joachim
;
Wellner, Marc
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 369-400
Persistent link: https://www.econbiz.de/10006770254
Saved in:
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