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DateTitle Authors
2011 Which financial frictions? Parsing the evidence from the financial crisis of 2007-09Adrian, Tobias / Colla, Paolo / Shin, Hyun Song
2004 A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive modelsMeligkotsidou, Loukia / Tzavalis, Elias / Vrontos, Ioannis D.
2007 Information sales and insider trading with long-lived informationCespa, Giovanni
2002 Continuous time regime switching models and applications in estimating processes with stochastic volatility and jumpsChourdakis, Kyriakos
2011 Is there an S&P 500 Index effect?Kasch, Maria / Sarkar, Asani
2012 A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) modelsGrobys, Klaus
2010 Broker-dealer risk appetite and commodity returnsEtula, Erkko
2009 Capital constraints, counterparty risk, and deviations from covered interest rate parityCoffey, Niall / Hrung, Warren B. / Sarkar, Asani
2010 Policy perspectives on OTC derivatives market infrastructureDuffie, Darrell / Li, Ada / Lubke, Theo
2010 The changing nature of financial intermediation and the financial crisis of 2007-09Adrian, Tobias / Shin, Hyun Song

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