| 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 |
1 |
0 |
0 |
5 |
400 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
1 |
590 |
2 |
6 |
12 |
2,606 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
10 |
2 |
6 |
15 |
413 |
| Asymmetric Smiles, Leverage Effects and Structural Parameters |
0 |
0 |
0 |
171 |
0 |
2 |
12 |
789 |
| Bank Testing Linear Factor Pricing Models with Large Cross-Sections: A Distribution-Free Approach |
0 |
0 |
0 |
24 |
0 |
6 |
13 |
99 |
| Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings |
0 |
0 |
0 |
28 |
1 |
3 |
8 |
69 |
| Dynamic Correlations, Estimation Risk, and Porfolio Management During the Financial Crisis |
0 |
0 |
0 |
36 |
1 |
7 |
12 |
186 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables |
0 |
0 |
0 |
8 |
1 |
3 |
8 |
299 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note: Nouvelle version Février 2002) |
0 |
0 |
0 |
442 |
0 |
1 |
8 |
2,282 |
| Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables |
0 |
0 |
0 |
84 |
1 |
3 |
12 |
366 |
| Empirical Assessment of an Intertemporal option Pricing Model with Latent variables |
0 |
0 |
0 |
1 |
0 |
3 |
10 |
254 |
| Exact Non-Parametric Tests for a Random Walk with Unknown Drift under Conditional Heteroscedasticity |
0 |
0 |
0 |
233 |
0 |
3 |
13 |
916 |
| Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates |
0 |
0 |
0 |
163 |
2 |
7 |
19 |
543 |
| Identification-Robust Moment-Based Tests for Markov-Switching in Autoregressive Models |
0 |
0 |
0 |
15 |
0 |
3 |
11 |
58 |
| Identification-robust moment-based tests for Markov-switching in autoregressive models |
0 |
0 |
0 |
32 |
0 |
2 |
22 |
60 |
| Identification-robust moment-based tests for Markov-switching in autoregressive models |
0 |
0 |
0 |
32 |
0 |
2 |
11 |
56 |
| Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances |
0 |
0 |
0 |
35 |
0 |
0 |
3 |
110 |
| On Inflation and the Persistence of Shocks to Output |
0 |
0 |
0 |
79 |
2 |
5 |
15 |
370 |
| On Inflation and the Persistence of shocks to Output |
0 |
0 |
0 |
0 |
0 |
1 |
15 |
647 |
| Quantile-based modeling of scale dynamics in financial returns for Value-at-Risk and Expected Shortfall forecasting |
0 |
10 |
10 |
10 |
1 |
7 |
7 |
7 |
| Regularizing stock return covariance matrices via multiple testing of correlations |
0 |
0 |
0 |
11 |
0 |
4 |
13 |
23 |
| Risk Aversion, Intertemporal Substitution, and the Term Structure of Interest Rates |
0 |
0 |
0 |
85 |
0 |
1 |
10 |
297 |
| Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects |
0 |
0 |
0 |
24 |
0 |
0 |
6 |
10 |
| The Canadian Macroeconomy and the Yield Curve: An Equilibrium-Based Approach |
0 |
0 |
0 |
152 |
0 |
0 |
6 |
596 |
| The New Keynesian Phillips Curve: An Empirical Assessment |
0 |
0 |
0 |
2 |
1 |
8 |
15 |
450 |
| The New Keynesian Phillips Curve: An empirical assessment |
0 |
0 |
1 |
211 |
1 |
4 |
41 |
607 |
| Total Working Papers |
0 |
10 |
12 |
2,479 |
15 |
87 |
322 |
12,513 |
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