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DateTitle Authors
2010 Liquidity and asset prices: How strong are the linkages?Dreger, Christian / Wolters, Jürgen
2010 Bayesian Inference in a Stochastic Volatility Nelson-Siegel ModelYang, Fuyu / Hautsch, Nikolaus
2010 Financial Development and Sectoral Output Growth in 19th century GermanyDiekmann, Katharina / Westermann, Frank
2010 Forecasting with DSGE ModelsCoenen, Günter / Christoffel, Kai / Warne, Anders
2007 Panel intensity models with latent factors: an application to the trading dynamics on the foreign exchange marketNolte, Ingmar / Voev, Valeri
2007 Customer trading in the foreign exchange market empirical evidence from an internet trading platformLechner, Sandra / Nolte, Ingmar
2007 On econometric analysis of structural systems with permanent and transitory shocks and exogenous variablesPagan, Adrian / Pesaran, Mohammad Hashem
2008 A note on the model selection risk for ANOVA based adaptive forecasting of the EURIBOR swap term structureBlaskowitz, Oliver J. / Herwartz, Helmut
2010 Modeling the link between US inflation, output and their variabilitiesConrad, Christian / Karanasos, Menelaos G.
2010 Multivariate Wishart Stochastic Volatility ModelsGribisch, Bastian / Liesenfeld, Roman

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