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Sökning efter: Jonathan H. Wright 23 träffar

Titel Författare År Språk
1 The high-frequency impact of news on long-term yields and forward rates - is it real? Meredith J. Beechey 2008 Engelska
2 Rounding and the impact of news - a simple test of market rationality Meredith. Beechey 2007 Engelska
3 Trading activity and exchange rates in high-frequency EBS data electronic resource Alain P. Chaboud 2007 Engelska
4 Uncovered interest parity electronic resource - it works, but not for long Alain P. Chaboud 2003 Engelska
5 The information content of forward and futures prices electronic resource - market expectations and the price of risk Sergey V. Chernenko 2004 Engelska
6 An empirical comparison of Bundesbank and ECB monetary policy rules Jon. Faust 2001 Engelska
7 Exchange rate forecasting - the errors we've really made Jon. Faust 2001 Engelska
8 Identifying VARs based on high frequency futures data Jon. Faust 2002 Engelska
9 News and noise in G-7 GDP announcements electronic resource Jon. Faust 2000 Engelska
10 Forecasting professional forecasters Eric Ghysels 2006 Engelska
11 The TIPS yield curve and inflation compensation Refet S. Gurkaynak 2008 Engelska
12 The U.S. treasury yield curve : 1961 to the present Refet S. Gurkaynak 2006 Engelska
13 An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates Don H. Kim 2005 Engelska
14 Bond risk premia and realized jump volatility Jonathan H. Wright 2007 Engelska
15 Detecting lack of identification in GMM Jonathan H. Wright 2000 Engelska
16 Exact confidence intervals for impulse responses in a gaussian vector autoregression electronic resource Jonathan H. Wright 2000 Engelska
17-18 Forecasting U.S. inflation by Bayesian model averaging electronic resource (flera utgåvor) Jonathan H. Wright 2003 Engelska
19 Log-periodogram estimation of long memory volatility dependencies with conditionally heavy tailed returns electronic resource Jonathan H. Wright 2000 Engelska
20 Predicting sharp depreciations in industrial country exchange rates electronic resource Jonathan H. Wright 2006 Engelska

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