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Deutsches Institut für Wirtschaftsforschung (DIW), Berlin
Data Documentation - DIW Berlin
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Results 1-10 of 11.
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Item hits:
Year of Publication
Title
Author(s)
2010
Price formation on the EuroMTS platform
Caporale, Guglielmo Maria
;
Girardi, Alessandro
2010
Quoted spreads and trade imbalance dynamics in the European treasury bond market
Caporale, Guglielmo Maria
;
Girardi, Alessandro
;
Paesani, Paolo
2010
Liquidity risk, credit risk and the overnight interest rate spread: A stochastic volatility modelling approach
Beirne, John
;
Caporale, Guglielmo Maria
;
Spagnolo, Nicola
2010
US disposable personal income and housing price index: A fractional integration analysis
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
2010
EU banks rating assignments: Is there heterogeneity between new and old member countries?
Caporale, Guglielmo Maria
;
Matousek, Roman
;
Stewart, Chris
2010
Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
2010
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
2010
Estimating persistence in the volatility of asset returns with signal plus noise models
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
2010
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
2010
Fractional cointegration in US term spreads
Caporale, Guglielmo Maria
;
Gil-Alana, Luis A.
Author
6
Gil-Alana, Luis A.
3
Girardi, Alessandro
1
Beirne, John
1
Ciferri, Davide
1
Matousek, Roman
1
Paesani, Paolo
1
Spagnolo, Nicola
1
Stewart, Chris