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DateTitle Authors
2004 Real-time price discovery in stock, bond and foreign exchange marketsAndersen, Torben G. / Bollerslev, Tim / Diebold, Francis X. / Vega, Clara
2005 Modeling bond yields in finance and macroeconomicsDiebold, Francis X. / Piazzesi, Monica / Rudebusch, Glenn D.
2005 Volatility forecastingAndersen, Torben G. / Bollerslev, Tim / Christoffersen, Peter F. / Diebold, Francis X.
2007 Gradualism, transparency and improved operational framework: A look at the overnight volatility transmissionColarossi, Silvio / Zaghini, Andrea
2001 Predictive accuracy of political stock markets: Empirical evidence from an European perspectiveBerlemann, Michael / Schmidt, Carsten
2002 How accurate do markets predict the outcome of an event? The Euro 2000 soccer championships experimentSchmidt, Carsten / Werwatz, Axel
2001 Manipulation in political stock markets: Preconditions and evidenceHansen, Jan / Schmidt, Carsten / Strobel, Martin
2001 Predictive accuracy of political stock markets: Empirical evidence from a European perspectiveBerlemann, Michael / Schmidt, Carsten
1997 The term structure of interest rates when the growth rate is unobservableRiedel, Frank
1998 Volatility estimates of the short term interest rate with an application to German dataDankenbring, Henning

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