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DateTitle Authors
2010 Bayesian estimation and model selection in the generalised stochastic unit root modelYang, Fuyu / Leon-Gonzalez, Roberto
2009 Quantifying high-frequency market reactions to real-time news sentiment announcementsGroß-Klußmann, Axel / Hautsch, Nikolaus
2005 Autoregressive distributed lag models and cointegrationHassler, Uwe / Wolters, Jürgen
2006 Cointegration and the stabilizing role of exchange ratesAlexius, Annika / Post, Erik
2006 Does Oil Price Uncertainty Transmit to Stock Markets?Ågren, Martin
2002 The Polish zloty and currency speculationFic, Tatiana
2011 Observation Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit RiskCreal, Drew / Schwaab, Bernd / Koopman, Siem Jan / Lucas, Andre
2010 Price formation on the EuroMTS platformCaporale, Guglielmo Maria / Girardi, Alessandro
2008 Do the innovations in a monetary VAR have finite variances?Hannsgen, Greg
2000 The Dynamics of External FinancingJansson, Joakim

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