| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
398 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
589 |
0 |
0 |
0 |
2,589 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
171 |
1 |
1 |
2 |
776 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
395 |
| Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
86 |
| Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings |
0 |
0 |
0 |
28 |
1 |
1 |
1 |
61 |
| Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis |
0 |
0 |
1 |
36 |
0 |
1 |
5 |
173 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
291 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) |
0 |
0 |
0 |
442 |
0 |
1 |
2 |
2,274 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables |
0 |
0 |
0 |
84 |
0 |
0 |
1 |
351 |
| Empirical Assessment of an Intertemporal option Pricing Model with Latent variables |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
244 |
| Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity |
0 |
1 |
1 |
233 |
0 |
1 |
1 |
903 |
| Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates |
0 |
0 |
0 |
163 |
0 |
0 |
0 |
524 |
| Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models |
0 |
0 |
0 |
15 |
1 |
1 |
2 |
47 |
| Identification-robust moment-based tests for Markov-switching in autoregressive models |
0 |
0 |
0 |
32 |
1 |
1 |
2 |
38 |
| Identification-robust moment-based tests for Markov-switching in autoregressive models |
0 |
0 |
0 |
32 |
0 |
1 |
1 |
44 |
| Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances |
0 |
0 |
0 |
35 |
0 |
0 |
1 |
107 |
| On Inflation and the Persistence of Shocks to Output |
0 |
0 |
0 |
79 |
0 |
0 |
0 |
355 |
| On Inflation and the Persistence of shocks to Output |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
632 |
| Regularizing stock return covariance matrices via multiple testing of correlations |
0 |
0 |
11 |
11 |
1 |
4 |
10 |
10 |
| Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
287 |
| The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach |
0 |
0 |
0 |
152 |
0 |
0 |
1 |
590 |
| The New Keynesian Phillips Curve: An Empirical Assessment |
0 |
0 |
0 |
2 |
1 |
2 |
2 |
435 |
| The New Keynesian Phillips Curve: An empirical assessment |
0 |
0 |
1 |
210 |
1 |
1 |
5 |
565 |
| Total Working Papers |
0 |
1 |
14 |
2,443 |
7 |
17 |
42 |
12,175 |
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