Essays in Empirical Finance

Keywords

Monetary policy, Economics, Asset (computer security), Financial economics, Inflation (cosmology)

References

• The Scandinavian Currency Union 1873-1924 : studies in monetary integration and disintegrationKrim Talia — 2004
• Bias reduction in standard errors for linear regression with multi-stage samplesDaniel F. McCaffrey, Robert M. Bell — 2003
• Comparing Information in Forecasts from Econometric ModelsRay C. Fair, Robert J. Shiller — 1990
• Interdependence between the Euro Area and the Us: What Role for Emu?Michael Ehrmann, Marcel Fratzscher — 2002
• Female entrepreneurs : are they really any different?Sue Birley — 1987
• Stock Prices and Bond Yields: Can Their Comovements Be Explained in Terms of Present Value Models?Robert J. Shiller, Andrea Beltratti — 1990
• Modern Management: Good for the Environment or just Hot Air?Nicholas Bloom, Christos Genakos, Ralf Martin — 2010
• Dynamic Conditional CorrelationRobert F. Engle — 2002
• The Corporate Social Responsibility (CSR) TrendBarbara A. Lougee, James S. Wallace — 2008
• Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public InformationMichael J. Fleming, Eli M. Remolona — 1999
• The link between monetary policy and stock and bond markets: evidence from the federal funds futures contractO. David Gulley, Jahangir Sultan — 2003
• Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflationRobert F. Engle — 1982
• Stock-Bond CorrelationsAntti Ilmanen — 2003
• Relative importance of scheduled macroeconomic news for stock market investorsMichael Graham, Jussi Nikkinen, Petri Sahlström — 2003
• Predicting stock market volatility: A new measureJeff Fleming, Barbara Ostdiek, Robert E. Whaley — 1995
• Asymmetric Dynamics in the Correlations of Global Equity and Bond ReturnsLorenzo Cappiello, Robert F. Engle, Keith Sheppard — 2006
• The comovement between output and prices: Evidence from a dynamic conditional correlation GARCH modelJim Lee — 2006
• Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH ModelTim Bollerslev — 1990
• Disagreement as a Measure of UncertaintyWilliam A. Bomberger — 1996
• Do Female Mutual Fund Managers Manage DifferentlyStanley M. Atkinson, Samantha Boyce Baird, Melissa B. Frye — 2003

Cited by

• Essays in Climate Change and Forest ManagementJiegen Wei — 2009
• Essays on Efficiency Measurement and Corporate Social ResponsibilityConstantin Belu — 2009
• Essays on Social ComparisonFredrik Andersson — 2011
• Economic Implications of Corporate Social Responsibility and Responsible InvestmentsCristiana Mǎnescu — 2010
• The day-of-the-week effect on stock returns and volatility: The case of Latin AmericaIrais Perez Duran — 2010

Related papers

• What do asset prices tell us about the futureStephen D. Smith — 1999
• Universal Banking and the Pricing of Securities Risk: Historical Evidence from GermanyPeter Bossaerts, Caroline Fohlin — 2000
• Central bank transparency, private information and the predictability of monetary policy in the financial markets : theoretical, experimental and empirical evidenceMenno Middeldorp — 2010
• The changing information content of market interest ratesVincent Reinhart, Brian Sack — 2002
• Three essays in applied financial econometricsHoratio M. Morgan — 2009
• Whom should we believe? Information content of the yield curve and analysts’ expectationsPéter Gábriel, Klára Pintér — 2006
• More on Monetary Policy and Stock Price ReturnsJ. Benson Durham — 2005