Fundraising September 15, 2024 – October 1, 2024 About fundraising
1

Autoregressive conditional heteroskedasticity and changes in regime

Year:
1994
Language:
english
File:
PDF, 1.42 MB
english, 1994
3

Volatility, storage and convenience: Evidence from natural gas markets

Year:
1997
Language:
english
File:
PDF, 376 KB
english, 1997
4

Hourly volatility spillovers between international equity markets

Year:
1994
Language:
english
File:
PDF, 1.51 MB
english, 1994
5

Volatility and cross correlation across major stock markets

Year:
1998
Language:
english
File:
PDF, 204 KB
english, 1998
6

Common Volatility in International Equity Markets

Year:
1993
Language:
english
File:
PDF, 353 KB
english, 1993
7

Common Volatility in International Equity Markets

Year:
1993
Language:
english
File:
PDF, 409 KB
english, 1993
8

Testing the Trade-Off Theory of Capital Structure: A Kalman Filter Approach

Year:
2008
Language:
english
File:
PDF, 137 KB
english, 2008
9

Switching volatility in private international equity markets

Year:
2000
Language:
english
File:
PDF, 328 KB
english, 2000
10

Regime-switching stochastic volatility and short-term interest rates

Year:
2004
Language:
english
File:
PDF, 693 KB
english, 2004
11

Volatility dependence and contagion in emerging equity markets

Year:
2001
Language:
english
File:
PDF, 400 KB
english, 2001
13

Returns on ADRs and arbitrage in emerging markets

Year:
2003
Language:
english
File:
PDF, 162 KB
english, 2003
14

Interest-Rate Volatility in Emerging Markets

Year:
2003
Language:
english
File:
PDF, 787 KB
english, 2003
15

Interest-Rate Volatility in Emerging Markets

Year:
2003
Language:
english
File:
PDF, 421 KB
english, 2003
16

Regime-Switching Stochastic Volatility and Short-term Interest Rates

Year:
2001
Language:
english
File:
PDF, 260 KB
english, 2001
17

Returns on ADRs and Arbitrage in Emerging Markets

Year:
2003
Language:
english
File:
PDF, 123 KB
english, 2003
18

Arbitrage and Convergence: Evidence from Mexican ADRs

Year:
2008
Language:
english
File:
PDF, 507 KB
english, 2008