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ECB monetary policy surprises : identification through cojumps in...
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ECB monetary policy surprises : identification through cojumps in interest rates . Lars Winkelmann, Markus Bibinger and Tobias Linzert. Year of publication:
Papers by Markus Bibinger - European Central Bank
www.ecb.europa.eu
Markus Bibinger. 13 May WORKING PAPER SERIES - No ECB monetary policy surprises: identification through cojumps in interest rates. Tobias Linzert. Lars Winkelmann. Markus Bibinger. English. Details.
EBC Monetary Policy Surprises - Lars Winkelmann, Markus Bibinger,...
books.google.de
EBC Monetary Policy Surprises. Front Cover. Lars Winkelmann, Markus Bibinger, Tobias Linzert. Humboldt-Universität zu Berlin, Reviews ...
Estimation of the discontinuous leverage effect : evidence from the...
www.econbiz.de
Estimation of the discontinuous leverage effect : evidence from the NASDAQ order book. Markus Bibinger, Christopher J. Neely and Lars Winkelmann ...
Discussion Papers — High Dimensional Nonstationary Time Series
www.wiwi.hu-berlin.de
Markus Bibinger, Christopher Neely, Lars Winkelmann C13, C : Topic Modeling for Analyzing Open-Ended Survey Responses: Andra-Selina Pietsch, Stefan Lessmann: : C : The impact of temperature on gaming productivity: evidence from online games Xiaojia Bao, Qingliang Fan: : Q54, J22, J24, D : Nonparametric Additive Instrumental …
EconPapers: Econometrics of co-jumps in high-frequency data with noise
econpapers.repec.org
By Markus Bibinger and Lars Winkelmann; Abstract: We establish estimation methods to determine co-jumps in multivariate high-frequency data with ...
Research Archives - LOBSTER - blog.
lobsterdata.com
Markus Bibinger from the University of Marburg, Christopher Neely from the Federal Reserve Bank of St. Louis and Lars Winkelmann from Free University Berlin ...
Lars Winkelmann, Markus Bibinger, and Tobias Linzert, "ECB ...qed.econ.queensu.ca/jae v linzert/readme.wbl.txt
qed.econ.queensu.ca
Lars Winkelmann, Markus Bibinger, and Tobias Linzert, "ECB Monetary Policy Surprises: Identification through Cojumps in Interest Rates", Journal of Applied ...
April, 2019faculty.econ.ucsb.edu › ~tedb › JEconometricsApril19
faculty.econ.ucsb.edu
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. Markus Bibinger, Christopher Neely, Lars Winkelmann. Pages
C14 | Jel Classification | Fed in Print
www.fedinprint.org
by Markus Bibinger & Christopher J. Neely & Lars Winkelmann in Working Papers, Federal Reserve Bank of St. Louis, 2017; Measuring Transaction Costs in the ...
Christopher J. Neely - Vice President - St. Louis Fedresearch.stlouisfed.org › cneely
research.stlouisfed.org
with Markus Bibinger and Lars Winkelmann Journal of EconometricsVol. 209, No. 2, pp Working Paper. "Unconventional monetary policy ...
Estimation of the discontinuous leverage effect: Evidence from the...
research.stlouisfed.org
Working Paper B by Markus Bibinger, Christopher J. Neely, and Lars Winkelmann. An extensive empirical literature documents a generally negative ...
G1 | Jel Classification | Fed in Print
www.fedinprint.org
by Markus Bibinger & Christopher J. Neely & Lars Winkelmann in Working Papers, Federal Reserve Bank of St. Louis, 2017; Disaster Risk and Asset Returns ...
TOC: J Econometrics - American Marketing Association
www.ama.org
Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. Markus Bibinger, Christopher Neely, Lars Winkelmann.
Alle Infos zum Namen "Markus Bibinger"
Verwandte Suchanfragen zu Markus Bibinger
| Mathias Trabs Tobias Linzert Christopher Neely | Nikolaus Hautsch Mathias Vetter Markus Pauly | Marie Curie Taras Bodnar Stefan Bibinger |
Personen Vorname "Markus" (61377) Name "Bibinger" (36) |
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