> Publishers' series
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WP-CEA-2017, 07:
On the instability of long-run money demand and the welfare cost of inflation in the U.S. Matteo Mogliani and Giovanni Urga
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 06:
Testing for co-jumps in financial markets Jan Novotny and Giovanni Urga
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 08:
Measuring and assessing the evolution of liquidity in forward natural gas markets the case of the UK national balancing point Lilian M. de Menezes, Marianna Russo and Giovanni Urga
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 09:
Maximum likelihood estimation and inference for high dimensional nonlinear factor models Fa Wang
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 02:
Using principal component analysis to estimate a highdimensional factor model with high-frequency data Yacine Ait-Sahalia and Dacheng Xiu
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 03:
money market funds, shadow banking and systemic risk in united kingdom Carlo Bellavite Pellegrini, MicheleMeoli and Giovanni Urga
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 04:
Asymmetric jump beta estimation with implications forportfolio risk management Vitali Alexeev, Giovanni Urga and Wenying Yao
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 01:
High-frequency cross-market trading model free measurement and applications Dobrislav Dobrev and Ernst Schaumburg
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]
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WP-CEA-2017, 05:
Maximum likelihood estimation of time-varying loadings in high-dimensional factor models Jakob Guldbaek Mikkelsen, Eric Hillebrand and Giovanni Urga
[London]: [Centre for Economic Analysis, CEA_372Cass], 2004-[2017]