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A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix. (1986). West, Kenneth ; Newey, Whitney.
In: NBER Technical Working Papers.
RePEc:nbr:nberte:0055.

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  92. Pension plan funding and stock market efficiency. (2005). Marin, Jose ; Franzoni, Francesco.
    In: Economics Working Papers.
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  93. Bias in Federal Reserve Inflation Forecasts: Is the Federal Reserve Irrational or Just Cautious?. (2005). Capistrán, Carlos ; Capistrn-Carmona, Carlos.
    In: Computing in Economics and Finance 2005.
    RePEc:sce:scecf5:127.

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  94. Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy.
    In: Economics Papers.
    RePEc:nuf:econwp:0505.

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  95. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11792.

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  96. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11769.

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  97. The Opium Wars, Opium Legalization, and Opium Consumption in China. (2005). Miron, Jeffrey ; Feige, Chris.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11355.

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  98. Changing Monetary Policy Rules, Learning, and Real Exchange Rate Dynamics. (2005). Mark, Nelson.
    In: NBER Working Papers.
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  99. The information content of the term structure of interest rates about future inflation – an illustration of the importance of accounting for a time-varying real interest rate and inflation risk prem. (2005). Nielsen, Christian Mose.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  100. New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market. (2005). Sarno, Lucio ; Nikolaou, Kleopatra .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
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  101. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp105.

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  102. Does Sovereign Risk Differ for Domestic and Foreign Investors? Historical Evidence from Scandinavian Bond Markets. (2005). Waldenström, Daniel.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0585.

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  103. A review of core inflation and an evaluation of its measures. (2005). Steindel, Charles ; Rich, Robert.
    In: Staff Reports.
    RePEc:fip:fednsr:236.

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  104. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
    In: Staff Reports.
    RePEc:fip:fednsr:231.

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  105. Learning about a new technology: pineapple in Ghana. (2005). Udry, Christopher ; conley, timothy.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2005:x:27.

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  106. Break in the mean and persistence of inflation: a sectoral analysis of French CPI. (2005). Bilke, Laurent.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005463.

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  107. Financial Market Efficiency, Institutions and Growth: An international Econometric Analysis for 1997-2002. (2005). Tamazian, Artur ; khan, hassaan ; Melikyan, D. N. ; Pieiro, J..
    In: Applied Econometrics and International Development.
    RePEc:eaa:aeinde:v:5:y:2005:i:2_2.

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  108. Improved HAR Inference. (2005). Sun, Yixiao ; Phillips, Peter ; Jin, Sainan.
    In: Cowles Foundation Discussion Papers.
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  109. Testing Sustainability of German Fiscal Policy. Evidence for the Period 1960 – 2003. (2005). Semmler, Willi ; Greiner, Alfred ; Koeller, Uwe.
    In: CESifo Working Paper Series.
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  110. An Empirical Analysis of Foreign Exchange Reserves in Emerging Asia. (2005). Gosselin, Marc-Andre ; Parent, Nicolas .
    In: Staff Working Papers.
    RePEc:bca:bocawp:05-38.

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  111. Taylor rules for the euro area: the issue of real-time data. (2004). Roffia, Barbara ; Gerdesmeier, Dieter.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:2915.

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  112. Aggregate investment dynamics when firms face fixed investment cost and capital market imperfections. (2004). Bayer, Christian.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0411018.

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  113. Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era. (2004). Ahking, Francis.
    In: Working papers.
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  114. Exchange-rate uncertainty and workers remittances. (2004). Pozo, Susan ; Hysenbegasi, Alketa ; Higgins, Matthew L..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:403-411.

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  115. Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model. (2004). Carrasco, Marine ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika .
    In: RCER Working Papers.
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  116. Local Substitution and Habit Persistence: Matching the Moments of the Equity Premium and the Risk-Free Rate. (2004). Allais, Olivier.
    In: Review of Economic Dynamics.
    RePEc:red:issued:v:7:y:2004:i:2:p:265-296.

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  117. What Do German Short-Term Interest Rates Tell Us About Future Inflation?. (2004). Grech, Harald .
    In: Working Papers.
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  118. The Interest Rate Learning and Inventory Investment. (2004). Schaller, Huntley ; Maccini, Louis ; Moore, Bartholomew .
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:512.

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  119. Finite Sample and Optimal Inference in Possibly Nonstationary ARCH Models with Gaussian and Heavy-Tailed Errors. (2004). Iglesias, Emma ; Dufour, Jean-Marie.
    In: Econometric Society 2004 North American Summer Meetings.
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  120. The Yield Spread as a Symmetric Predictor of Output and Inflation. (2004). Malliaropulos, Dimitrios ; HARDOUVELIS, GIKAS ; Malliaropoulos, Dimitrios.
    In: CEPR Discussion Papers.
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  121. EXCHANGE RATE REGIMES, GLOBALISATION AND THE COST OF CAPITAL IN EMERGING MARKETS. (2004). de los Rios, Antonio Diez .
    In: Working Papers.
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  122. Demography and the Long Run Behavior of the Stock Market. (2004). Quinzii, Martine ; Magill, Michael ; Geanakoplos, John.
    In: Levine's Bibliography.
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  123. The Monetary Origins of Asymmetric Information in International Equity Markets. (2004). Vega, Clara ; Bauer, Gregory.
    In: Staff Working Papers.
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  124. The KPSS Test with Outliers. (2003). Smith, Jeremy ; Otero, Jesus.
    In: The Warwick Economics Research Paper Series (TWERPS).
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  125. Local Determinants of Crime: Distinguishing Between Resident and Non-resident Offenders. (2003). Büttner, Thiess.
    In: ERSA conference papers.
    RePEc:wiw:wiwrsa:ersa03p396.

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  126. Futures trading activity and stock price volatility: some extensions. (2003). Song, Frank ; Chatrath, A. ; Adrangi, B..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:9:p:655-664.

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  127. GMM-based testing procedures of the mixture of distributions model. (2003). Zarraga, Ainhoa.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:13:y:2003:i:11:p:841-848.

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  128. On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives. (2003). Su, Jen-Je.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:10:y:2003:i:10:p:637-641.

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  129. The Block Bootstrap for Parameter Estimation Error In Recursive Estimation Schemes, With Applications to Predictive Evaluation. (2003). Swanson, Norman ; Corradi, Valentina.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200313.

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  130. Alcohol Prohibition and Cirrhosis. (2003). Miron, Jeffrey ; Dills, Angela.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9681.

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  131. Strategic bias, herding behaviour and economic forecasts. (2003). Pons-Novell, Jordi.
    In: Journal of Forecasting.
    RePEc:jof:jforec:v:22:y:2003:i:1:p:67-77.

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  132. FORECASTING THE CONDITIONAL COVARIANCE MATRIX OF A PORTFOLIO UNDER LONG-RUN TEMPORAL DEPENDENCE. (2003). Ñíguez Grau, Trino ; Rubia, Antonio ; Iguez, Trino-Manuel .
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  133. A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries. (2003). Malley, Jim ; Leith, Campbell.
    In: Working Papers.
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  134. What does the yield curve tell us about GDP growth?. (2003). Wei, Min ; Piazzesi, Monika ; Ang, Andrew.
    In: Proceedings.
    RePEc:fip:fedfpr:y:2003:i:mar:x:4.

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  135. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2003). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  136. A Sectoral Analysis of Price-Setting Behavior in US Manufacturing Industries. (2003). Malley, Jim ; Leith, Campbell.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_984.

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  137. Exchange Rate Regimes, Globalisation and the Cost of Capital in Emerging Markets. (2003). Diez de los Rios, Antonio.
    In: Economic Working Papers at Centro de Estudios Andaluces.
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  138. Credit spreads on sterling corporate bonds and the term structure of UK interest rates. (2003). Leake, Jeremy.
    In: Bank of England working papers.
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  139. Hedging Alternatives for the Mortgage Stabilization Fund (FRECH) European Cap Options for the Real Interest Rate. (2003). Vásquez, Diego ; Zea, Camilo ; Vasquez, Diego .
    In: Borradores de Economia.
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  140. Credibility Of Monetary Regimes : Is Inflation Targeting Different?. (2002). Kunter, Kursat ; Janssen, Norbert.
    In: Discussion Papers.
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  141. The information in the term structure of German interest rates. (2002). Torricelli, Costanza ; Boero, Gianna.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:8:y:2002:i:1:p:21-45.

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  142. Spurious Regressions in Financial Economics?. (2002). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne.
    In: NBER Working Papers.
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  143. Can Demography Improve Inflation Forecasts? The Case of Sweden. (2002). Bruer, Mattias.
    In: Working Paper Series.
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  144. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  145. The missing link: using the NBER recession indicator to construct coincident and leading indices economic activity. (2002). Vahid, Farshid ; Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  146. Fractional cointegration and term structure of interest rates. (2002). Mignon, Valérie ; Lardic, sandrine.
    In: THEMA Working Papers.
    RePEc:ema:worpap:2002-28.

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  147. Term premium and long-range dependence in volatility : A FIGARCH-M estimation on some Asian countries. (2002). Mignon, Valérie ; Lardic, sandrine.
    In: THEMA Working Papers.
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  148. Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models. (2002). Goncalves, Silvia.
    In: CIRANO Working Papers.
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  149. The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond. (2001). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard.
    In: NBER Working Papers.
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  150. The Bootstrap of Mean for Dependent Heterogeneous Arrays.. (2001). White, Halbert ; Goncalves, Silvia.
    In: Cahiers de recherche.
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  151. An Empirical Investigation of Structural Breaks in the Ex Ante Fisher Effect.. (2001). Olekalns, Nilss.
    In: Department of Economics - Working Papers Series.
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  152. Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption. (2001). Ludvigson, Sydney ; Lettau, Martin.
    In: CEPR Discussion Papers.
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  153. Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment. (2001). Ludvigson, Sydney ; Lettau, Martin.
    In: CEPR Discussion Papers.
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  154. News Related to Future GDP Growth as a Risk Factor in Equity Returns. (2001). Vassalou, Maria.
    In: CEPR Discussion Papers.
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  155. The Bootstrap of the Mean for Dependent Heterogeneous Arrays. (2001). Goncalves, Silvia.
    In: CIRANO Working Papers.
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  156. An Examination of the Statistical Discrepancy and Private Investment Expenditure. (2001). Bajada, Chris.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:1:p:27-61.

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  157. On the Evolution of Relative Prices and Its Nature at the Regional Level: The Case of Spain. (2001). Marqués Sevillano, Jose Manuel ; Alberola, Enrique ; Marques, Jose Manuel.
    In: Journal of Regional Science.
    RePEc:bla:jregsc:v:41:y:2001:i:3:p:451-474.

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  158. TESTING THE EXPECTATIONS HYPOTHESIS OF THE TERM STRUCTURE OF INTEREST RATES IN THE PRESENCE OF A POTENTIAL REGIME SHIFT. (2000). Lanne, Markku.
    In: Computing in Economics and Finance 2000.
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  159. Inflation, output and stock prices: evidence from Brazil. (2000). Sanvicente, Antonio ; Chatrath, A. ; Adrangi, B..
    In: Finance Lab Working Papers.
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  160. Measures of Technology and the Short-Run Responses to Technology Shocks - Is the RBC-Model Consistent with Swedish Manufacturing Data?. (2000). Carlsson, Mikael.
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  161. UIP for Short Investments in Long-Term Bonds. (2000). Alexius, Annika.
    In: Working Paper Series.
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  162. News and noise in G-7 GDP announcements. (2000). Wright, Jonathan ; Rogers, John ; Faust, Jon.
    In: International Finance Discussion Papers.
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  163. The Generalized Method of Moments in the Bayesian Framework and a Model of Moment Selection Criterion. (2000). Kim, Jae-Young .
    In: Econometric Society World Congress 2000 Contributed Papers.
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  164. Wavelet-based Estimation for Heteroskedasticity and Autocorrelation Consistent Variance-Covariance Matrices. (2000). Hong, Yongmiao ; Lee, Jin .
    In: Econometric Society World Congress 2000 Contributed Papers.
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  165. Lets Get Real About Using Economic Data. (2000). Swanson, Norman ; Ghysels, Eric ; Christoffersen, Peter.
    In: Econometric Society World Congress 2000 Contributed Papers.
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  166. Long Memory or Structural Change: Testing Method and Empirical Examination. (2000). Hsu, Chih-Chiang .
    In: Econometric Society World Congress 2000 Contributed Papers.
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  167. Mr. Harris, Mr. Rae and Union Activity in Ontario. (2000). Martinello, Felice.
    In: Canadian Public Policy.
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  168. The Expectations of Hong Kong Dollar Devaluation and Their Determinants. (2000). Rzepkowski, Bronka .
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  169. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
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  170. Long-Term Structural Price Relationships in Real Estate Markets. (1999). Chaudhry, Mukesh K. ; Sackley, William H. ; Christie-David, Rohan A..
    In: Journal of Real Estate Research.
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  171. Age Distributions and the Current Account -A Changing Relation?. (1999). Lindh, Thomas ; Malmberg, BO.
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  172. Medium-Term Forecasts of Potential GDP and Inflation Using Age Structure Information. (1999). Lindh, Thomas.
    In: Working Paper Series.
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  173. Option prices with uncertain fundamentals theory and evidence on the dynamics of implied volatilities. (1999). David, Alexander ; Varonesi, Pietro.
    In: Finance and Economics Discussion Series.
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  174. Evidence of excess returns on firms that issue or repurchase equity. (1999). Nelson, William R..
    In: Finance and Economics Discussion Series.
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  175. Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version). (1999). Issler, João.
    In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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  176. Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth. (1999). Liew, Jimmy ; Vassalou, Maria.
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  177. Performance and Characteristics of Swedish Mutual Funds 1993-97. (1999). Söderlind, Paul ; Engstrom, Stefan ; Dahlquist, Magnus.
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  178. The Information in the Term of Structure: further Results for Germany. (1999). Torricelli, Costanza ; Boero, Gianna.
    In: Working Paper CRENoS.
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  179. Robust Specification Testing in Regression: The FRESET Test and Autocorrelated Disturbances. (1998). Giles, David ; DeBenedictis, Linda F..
    In: Econometrics Working Papers.
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  180. Sources of Currency Crises: An Empirical Analysis. (1998). Weber, Axel A..
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  181. Investment and financial structure in Spanish manufacturing firms. (1998). estrada, Angel ; Valles, Javier.
    In: Investigaciones Economicas.
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  182. Mean-variance-skewness analysis: an application to risk premia in the Spanish stock market. (1998). Sentana, Enrique ; Sanchez-Torres, Pedro L..
    In: Investigaciones Economicas.
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  183. Análisis de causalidad entre rendimiento y volumen. (1998). Zarraga, Ainhoa ; Alonso, Ainhoa Zarraga .
    In: Investigaciones Economicas.
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  184. Output fluctuations in the United States: what has changed since the early 1980s?. (1998). Perez Quiros, Gabriel ; Perezquiros, Gabriel ; McConnell, Margaret M..
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  185. Inférence fondée sur les statistiques des rendements de long terme. (1998). Vodounou, Cosme .
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  186. Bank Capital and Value at Risk. (1998). Perraudin, William ; Maude, David ; Jackson, Patricia.
    In: Bank of England working papers.
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  187. Food Aid Delivery, Food Security and Aggregate Welfare in a Small Open Economy: Theory and Evidence. (1998). Osakwe, Patrick.
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  188. Financial Liberalization: Commercial Banks Blessing or Curse?. (1997). ortiz, edgar ; Fischer, Klaus ; Gueyie, Jean-Pierre.
    In: Finance.
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  189. Nonparametric density estimation and tests of continuous time interest rate models. (1997). Pritsker, Matt.
    In: Finance and Economics Discussion Series.
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  190. GARCH for Irregularly Spaced Data: The ACD-GARCH Model. (1997). Jasiak, Joann ; Ghysels, Eric.
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  191. The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation. (1997). Day, Jim ; Lange, Ron.
    In: Staff Working Papers.
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  192. The Effects of Market Segmentation and Illiquidity on Asset Prices: Evidence from Foreign Stocks Listing in the US. (1996). Karolyi, G. ; Stephen R. Foerster and, .
    In: Research in Financial Economics.
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  193. Relative Price Variability and Inflation: Evidence from US Cities. (1996). Lamont, Owen ; Debelle, Guy.
    In: NBER Working Papers.
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  194. Seasonal Solow residuals and Christmas: a case for labor hoarding and increasing returns. (1996). Evans, Charles ; Braun, R..
    In: Working Papers.
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