EconStor >

Search Results

 
for  

Results 71-80 of 192.


Item hits:

DateTitle Authors
2013 How the Fed reanimated Wall Street: The low and extended lending rates that revived the big banksMatthews, Nicola
2003 Herding, A-synchronous Updating and Heterogeneity in Memory in a CBSDiks, Cees / van der Weide, Roy
2001 Splitting Orders in Fragmented MarketsMenkveld, Bert
2003 Round-the-Clock Price Discovery for Cross-Listed Stocks: US-Dutch EvidenceMenkveld, Albert J. / Koopman, Siem Jan / Lucas, André
2005 Forecasting exchange rate volatility in the presence of jumpsBusch, Thomas / Christensen, Bent Jesper / Nielsen, Morten Ørregaard
2008 Yield curve factors, term structure volatility, and bond risk premiaHautsch, Nikolaus / Ou, Yangguoyi
2001 Predictive accuracy of political stock markets: Empirical evidence from an European perspectiveBerlemann, Michael / Schmidt, Carsten
2005 The implied-realized volatility relation with jumps in underlying asset pricesChristensen, Bent Jesper / Nielsen, Morten Ørregaard
2010 Immobilienverzehrprodukte: Potenzielle Profiteure und NachfragehemmnisseMaier, Andreas
2005 Hope springs eternal : French bondholders and the Soviet repudiation (1915 - 1919)Oosterlinck, Kim / Landon-Lane, John S.

Back 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 Next