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Portfolio diversification and excess comovement in commodity prices
Garrett, Ian; Taylor, Nicholas - In: The Manchester School 69 (2001) 4, pp. 351-368
Persistent link: https://www.econbiz.de/10001601622
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Economic forecast quality and publication lags
Taylor, Nicholas - In: The Manchester School 81 (2013) 4, pp. 518-549
Persistent link: https://www.econbiz.de/10009783954
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Asymmetric and Common Abssorbtion of Shocks in Nonlinear Autoregressive Models
Boswijk, H.P.; van Dijk, D.; Franses, P.H. - Center for Nonlinear Dynamics in Economics and Finance … - 2000
Persistent link: https://www.econbiz.de/10005241744