Browsing All of EconStor by Author Ghysels, Eric

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Showing results 1 to 11 of 11
Year of PublicationTitleAuthor(s)
2001 Let's Get Real about Using Economic DataChristoffersen, Peter; Ghysels, Eric; Swanson, Norman R.
2008 On portfolio separation theorems with heterogeneous beliefs and attitudes towards riskChabi-Yo, Fousseni; Ghysels, Eric; Renault, Eric
2011 Stigma in financial market: Evidence from liquidity auctions and discount window borrowing during the crisisArmantier, Olivier; Ghysels, Eric; Sarkar, Asani; Shrader, Jeffrey
2012 Forecasting throuth the rear-view mirror: Data revisions and bond return predictabilityGhysels, Eric; Horan, Casidhe; Moench, Emanuel
2012 Liquidity, volatility, and flights to safety in the US treasury market: Evidence from a new class of dynamic order book modelsEngle, Robert; Fleming, Michael; Ghysels, Eric; Nguyen, Giang
2013 Regime switches in the risk-return trade-offGhysels, Eric; Guérin, Pierre; Marcellino, Massimiliano
2014 A high frequency assessment of the ECB securities markets programmeGhysels, Eric; Idier, Julien; Manganelli, Simone; Vergote, Olivier
2014 Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2014 Momentum trading, return chasing, and predictable crashesChabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi
2014 Central bank macroeconomic forecasting during the global financial crisis: The European Central Bank and Federal Reserve Bank of New York experiencesAlessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon
2015 Backtesting systemic risk measures during historical bank runsBrownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, Christopher