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DateTitle Authors
1996 Determinants of the expected real long-term interest rates in the G7-countriesKrämer, Jörg W.
2010 Financial development and economic growth: An empirical analysis for IrelandAdamopoulos, Antonios
2005 Interregional integration of wheat markets in KazakhstanBrosig, Stephan / Yahshilikov, Yorbol
2012 Stock return autocorrelations revisited: A quantile regression approachBaur, Dirk G. / Dimpfl, Thomas / Jung, Robert C.
2011 Predictive inference under model misspecification with an application to assessing the marginal predictive content of money for outputArmah, Nii Ayi / Swanson, Norman R.
2011 Persistence and cyclical dependence in the monthly Euribor rateCaporale, Guglielmo Maria / Gil-Alana, Luis A.
2012 A Donsker theorem for Lévy measuresNickl, Richard / Reiß, Markus
2011 A characterization of oil price behavior: Evidence from jump modelsGronwald, Marc
2011 Nonparametric nonstationary regression with many covariatesSchienle, Melanie
2011 Modeling stock market indexes with copula functionsLeśkow, Jacek / Mokrzycka, Justyna / Krawiec, Kamil

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