Browsen in EconStor gesamt nach Autor:innen Ghysels, Eric
Zeige Ergebnisse 1 bis 15 von 15
Erscheinungsjahr | Titel | Autor:innen |
2001 | Let's Get Real about Using Economic Data | Christoffersen, Peter; Ghysels, Eric; Swanson, Norman R. |
2008 | On portfolio separation theorems with heterogeneous beliefs and attitudes towards risk | Chabi-Yo, Fousseni; Ghysels, Eric; Renault, Eric |
2011 | Stigma in financial market: Evidence from liquidity auctions and discount window borrowing during the crisis | Armantier, Olivier; Ghysels, Eric; Sarkar, Asani; Shrader, Jeffrey |
2012 | Liquidity, volatility, and flights to safety in the US treasury market: Evidence from a new class of dynamic order book models | Engle, Robert; Fleming, Michael; Ghysels, Eric; Nguyen, Giang |
2012 | Forecasting throuth the rear-view mirror: Data revisions and bond return predictability | Ghysels, Eric; Horan, Casidhe; Moench, Emanuel |
2013 | Regime switches in the risk-return trade-off | Ghysels, Eric; Guérin, Pierre; Marcellino, Massimiliano |
2014 | Central bank macroeconomic forecasting during the global financial crisis: the European Central Bank and Federal Reserve Bank of New York experiences | Alessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon |
2014 | Central bank macroeconomic forecasting during the global financial crisis: The European Central Bank and Federal Reserve Bank of New York experiences | Alessi, Lucia; Ghysels, Eric; Onorante, Luca; Peach, Richard; Potter, Simon |
2014 | A high frequency assessment of the ECB securities markets programme | Ghysels, Eric; Idier, Julien; Manganelli, Simone; Vergote, Olivier |
2014 | Momentum trading, return chasing, and predictable crashes | Chabot, Benjamin; Ghysels, Eric; Jagannathan, Ravi |
2015 | Backtesting systemic risk measures during historical bank runs | Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, Christopher |
2018 | Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis | Conrad, Christian; Custovic, Anessa; Ghysels, Eric |
2018 | Quantile-based inflation risk models | Ghysels, Eric; Iania, Leonardo; Striaukas, Jonas |
2019 | Price discovery of a speculative asset: Evidence from a Bitcoin exchange | Ghysels, Eric; Nguyen, Giang H. |
2020 | Monthly art market returns | Bocart, Fabian Y. R. P.; Ghysels, Eric; Hafner, Christian M. |