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News Effects in a High-frequency Model of the Sterling-Dollar Exchange Rate
C.A.E. Goodhart, S.G. Hall, S.G.B. Henry and B. Pesaran
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Intra-day Futures Price Volatility: Information Effects and Variance Persistence
P.R. Locke and C.L. Sayers
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Threshold ARCH Models and Asymmetries in Volatility
R. Rabemananjara and J.M. Zakoian
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Testing the Differences between the Determinants of Moody's and Standard &
Poor's Ratings. An Application of Smooth Simulated Maximum Likelihood
Estimation
C.-G. Moon and J.G. Stotsky
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The Cyclical and Secular Behaviour of the Labour Input: Comparing Efficiency
Units and Hours Worked
G.D. Hansen
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On the Estimation of Simultaneous-equations Error-components Models with an
Application to a Model of Developing Country Foreign Trade
T. Kinal and K. Lahiri
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An Analysis of Publication Lags in Econometrics
P.K. Trivedi
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Software Review
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GAIM 1.1: A Review
A. Harrison
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Book Reviews
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