The persistence of volatility in the US term premium 1970-1986

An investigation of long range dependence in intra-day foreign exchange rate volatility

Payne, R.
Henry, M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

Available from British Library Document Supply Centre-DSC:5300.405(264) / BLDSC - British Library Do...

Price flexibility, credit availability and economic fluctuations Evidence from the United States, 1894-1909

Calomiras, C.W.
Hubbard, R.G
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--58) / BLDSC - B...

Exchange-rate volatility as employment protection

Chen, Y.
Zoega, G.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(7/2001) / BLDSC - British L...

Persistence and volatility in short-term interest rates

Panigirtzoglou, N.
Proudman, J.
Spicer, J.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 116) / BLDSC - British L...

Volatility persistance in asset markets Long memory in high/low prices

Byers, J.
Peel, D.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:031) / BLDSC - British ...

UK asset price volatility over the last 50 years

Anderson, N.
Breedon, F
Bank of England, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(BE-WP--51) / BLDSC - Britis...

Persistence in real variables under alternative exchange rate regimes

Caporale, G.M.
Kalyvitis, S.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--28-93) / BLDSC...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

Long-run growth and business cycle volatility

Michelacci, C.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1206(351) / BLDSC - British Libr...

Growth and welfare effects of monetary volatility

Evans, L.
Kenc, T.
Durham Univ. (United Kingdom). Dept. of Economics and Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10595(no 2001/05) / BLDSC - Brit...

Interest rate volatility and the risk of financial institutions

Staikouras, S.K.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027120 / BLDSC - British Library D...

The memory of stochastic volatility models

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...

Asset holding and consumption volatility

Attanasio, O.
Banks, J.
Tanner, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/9) / BLDSC - British L...

Understanding exchange rate volatility without the contrivance of macroeconomics

Flood, R.P.
Rose, A.K.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1944) / BLDSC - British Lib...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

An investigation of long range dependence in intra-day foreign exchange rate volatility

Payne, R.
Henry, M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

Available from British Library Document Supply Centre-DSC:5300.405(264) / BLDSC - British Library Do...

Price flexibility, credit availability and economic fluctuations Evidence from the United States, 1894-1909

Calomiras, C.W.
Hubbard, R.G
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--58) / BLDSC - B...

Exchange-rate volatility as employment protection

Chen, Y.
Zoega, G.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(7/2001) / BLDSC - British L...

Persistence and volatility in short-term interest rates

Panigirtzoglou, N.
Proudman, J.
Spicer, J.
Bank of England, London (United Kingdom)

January 2000

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(no 116) / BLDSC - British L...

Volatility persistance in asset markets Long memory in high/low prices

Byers, J.
Peel, D.
Cardiff Business School (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3051.17076(96:031) / BLDSC - British ...

UK asset price volatility over the last 50 years

Anderson, N.
Breedon, F
Bank of England, London (United Kingdom)

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.8308(BE-WP--51) / BLDSC - Britis...

Persistence in real variables under alternative exchange rate regimes

Caporale, G.M.
Kalyvitis, S.
Pittis, N
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--28-93) / BLDSC...

Price volatility and futures margins

Hardouvelis, G.
Kim, D
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1263) / BLDSC - B...

Long-run growth and business cycle volatility

Michelacci, C.
London School of Economics and Political Science (United Kingdom). Centre for Economic Performance

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.1206(351) / BLDSC - British Libr...

Growth and welfare effects of monetary volatility

Evans, L.
Kenc, T.
Durham Univ. (United Kingdom). Dept. of Economics and Finance

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:9350.10595(no 2001/05) / BLDSC - Brit...

Interest rate volatility and the risk of financial institutions

Staikouras, S.K.

January 1999

SIGLEAvailable from British Library Document Supply Centre-DSC:DXN027120 / BLDSC - British Library D...

The memory of stochastic volatility models

Robinson, P.
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centres for Economics and Related Disciplines

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...

Asset holding and consumption volatility

Attanasio, O.
Banks, J.
Tanner, S.
Institute for Fiscal Studies, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:4363.343505(98/9) / BLDSC - British L...

Understanding exchange rate volatility without the contrivance of macroeconomics

Flood, R.P.
Rose, A.K.
Centre for Economic Policy Research, London (United Kingdom)

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1944) / BLDSC - British Lib...

The relative volatility of the markets in equities and index futures

Board, J.
Sutcliffe, C.
Southampton Univ. (United Kingdom). Dept. of Accounting and Management Science

January 1992

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.88753(92-40) / BLDSC - British L...

An investigation of long range dependence in intra-day foreign exchange rate volatility

Payne, R.
Henry, M.
London School of Economics (United Kingdom). Financial Markets Group

January 1997

Available from British Library Document Supply Centre-DSC:5300.405(264) / BLDSC - British Library Do...

Price flexibility, credit availability and economic fluctuations Evidence from the United States, 1894-1909

Calomiras, C.W.
Hubbard, R.G
London School of Economics and Political Science (United Kingdom). Financial Markets Group

January 1989

SIGLEAvailable from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--58) / BLDSC - B...

Exchange-rate volatility as employment protection

Chen, Y.
Zoega, G.
Birkbeck Coll., London (United Kingdom). Dept. of Economics

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9148(7/2001) / BLDSC - British L...

The persistence of volatility in the US term premium 1970-1986

Abstract

Extracted data

The persistence of volatility in the US term premium 1970-1986

Abstract

Extracted data

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