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DateTitle Authors
1996 Business fixed investment and 'bubbles': The Japanese caseChirinko, Robert S. / Schaller, Huntley
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
2006 Market Liquidity, Investor Participation and Managerial Autonomy: Why do Firms go Private?Boot, Arnoud W.A. / Gopaian, Radhakrishnan / Thakor, Anjan V.
2012 A non-parametric approach of heteroskedasticity robust estimation of Vector-Autoregressive (VAR) modelsGrobys, Klaus
2000 Sovereign credit ratings and their impact on recent financial crisesKräussl, Roman
2009 The bonus-driven "rainmaker" financial firm: How these firms enrich top employees, destroy shareholder value and create system financial instabilityCrotty, James
2005 Level-Slope-Curvature - Fact or Artefact?Lord, Roger / Pelsser, Antoon
2013 The Transmission of US Financial Stress: Evidence for Emerging Market EconomiesSchüler, Yves S. / Fink, Fabian

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