1

Cointegration and the US term structure

Year:
1994
Language:
english
File:
PDF, 932 KB
english, 1994
2

Nonparametric Smoothing of Yield Curves

Year:
1997
Language:
english
File:
PDF, 126 KB
english, 1997
3

Yield curve estimation by kernel smoothing methods

Year:
2001
Language:
english
File:
PDF, 261 KB
english, 2001
4

Pitfalls in VAR based return decompositions: A clarification

Year:
2012
Language:
english
File:
PDF, 259 KB
english, 2012
7

The Comovement of US and UK Stock Markets

Year:
2004
Language:
english
File:
PDF, 152 KB
english, 2004
11

A cointegration analysis of Danish zero-coupon bond yields

Year:
1994
Language:
english
File:
PDF, 811 KB
english, 1994
12

Paying for Market Quality

Year:
2009
Language:
english
File:
PDF, 190 KB
english, 2009
14

Paying for Market Quality

Year:
2009
Language:
english
File:
PDF, 2.67 MB
english, 2009
17

Boundary and Bias Correction in Kernel Hazard Estimation

Year:
2001
Language:
english
File:
PDF, 323 KB
english, 2001
20

The comovement of US and German bond markets

Year:
2007
Language:
english
File:
PDF, 167 KB
english, 2007
23

Boundary and Bias Correction in Kernel Hazard Estimation

Year:
2001
Language:
english
File:
PDF, 2.13 MB
english, 2001
29

Errors in Trade Classification: Consequences and Remedies

Year:
2003
Language:
english
File:
PDF, 320 KB
english, 2003