Browsing All of EconStor by Author Ghysels, Eric


Showing results 1 to 15 of 15
Year of PublicationTitleAuthor(s)
2001Let's Get Real about Using Economic DataChristoffersen, Peter; Ghysels, Eric; Swanson, Norman R.
2008On portfolio separation theorems with heterogeneous beliefs and attitudes towards riskChabi-Yo, Fousseni; Ghysels, Eric; Renault, Eric
2011Stigma in financial market: Evidence from liquidity auctions and discount window borrowing during the crisisArmantier, Olivier; Ghysels, Eric; Sarkar, Asani; Shrader, Jeffrey
2012Liquidity, volatility, and flights to safety in the US treasury market: Evidence from a new class of dynamic order book modelsEngle, Robert; Fleming, Michael; Ghysels, Eric; Nguyen, Giang
2012Forecasting throuth the rear-view mirror: Data revisions and bond return predictabilityGhysels, Eric; Horan, Casidhe; Moench, Emanuel
2013Regime switches in the risk-return trade-offGhysels, Eric; Guérin, Pierre; Marcellino, Massimiliano
2014Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014Central bank macroeconomic forecasting during the global financial crisis: The European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014A high frequency assessment of the ECB securities markets programmeGhysels, Eric; Idier, Julien; Manganelli, Simone; Vergote, Olivier
2014Momentum trading, return chasing, and predictable crashesChabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi
2015Backtesting systemic risk measures during historical bank runsBrownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, Christopher
2018Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysisConrad, Christian; Custovic, Anessa; Ghysels, Eric
2018Quantile-based inflation risk modelsGhysels, Eric; Iania, Leonardo; Striaukas, Jonas
2019Price discovery of a speculative asset: Evidence from a Bitcoin exchangeGhysels, Eric; Nguyen, Giang H.
2020Monthly art market returnsBocart, Fabian Y. R. P.; Ghysels, Eric; Hafner, Christian M.