Actions
Incoming Resources
- GMM estimation of a stochastic volatility model, a Monte Carlo study
- Consumption and aggregate constraints, evidence from US States and Canadian provinces
- Continuous time international arbitrage pricing, theory and estimation
- Multivariate tests of a continuous time euilibrium arbitrage pricing theory with conditional heteroscedasticity and jumps
- Permanent income, consumption and aggregate constraints, evidence from US states
- Consumption smoothing through fiscal policy in OECD and EU countries
- Channels of interstate risksharing, US 1963-1990
- Risk-sharing and industrial specialization, regional and international evidence
- Cheats, banks and liquidity constraints
- Multivariate tests of a continuous time equilibrium arbitrage pricing theory with conditional heteroskedasticity and jumps
- Risk sharing and industrial specialization, regional and international evidence
- Consumption smoothing through fiscal policy in OECD and EU countries
- Permanent income, consumption and aggregate constraints, evidence from US states
- Worker flows and job flows in Danish manufacturing, 1980-91
- Modelling exchange rates in continuous time, theory, estimation and option pricing