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DateTitle Authors
2006 The information content of treasury bond options concerning future volatility and price jumpsBusch, Thomas / Christensen, Bent Jesper / Nielsen, Morten Ørregaard
2013 Desarrollo del mercado accionario y crecimiento económico: Alguna evidencia para la ArgentinaLanteri, Luis
2006 Signaling currency crises in South AfricaKnedlik, Tobias
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
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
2015 On the pricing of defaultable bonds and hitting times of Ito processesHernández del Valle, Gerardo

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