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| 2005 | Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?
RePEc:wbs:wpaper:wp05-11 [Citation Analysis] | 20 |
| 1999 | Modelling Emerging Market Risk Premia Using Higher Moments
RePEc:wbs:wpaper:wp99-17 [Citation Analysis] | 20 |
| 2004 | Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates
RePEc:wbs:wpaper:wp04-19 [Citation Analysis] | 15 |
| 2005 | Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach
RePEc:wbs:wpaper:wp05-02 [Citation Analysis] | 12 |
| 2006 | Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation
RePEc:wbs:wpaper:wp06-18 [Citation Analysis] | 8 |
| 2004 | Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity
RePEc:wbs:wpaper:wp04-05 [Citation Analysis] | 8 |
| 1999 | Technical Analysis and Central Bank Intervention
RePEc:wbs:wpaper:wp99-04 [Citation Analysis] | 7 |
| 2004 | Predictive Density Accuracy Tests
RePEc:wbs:wpaper:wp04-16 [Citation Analysis] | 7 |
| 2001 | Investigating Dynamic Dependence Using Copulae
RePEc:wbs:wpaper:wp01-03 [Citation Analysis] | 6 |
| 1999 | The Disappearance of Style in the US Equity Market
RePEc:wbs:wpaper:wp99-18 [Citation Analysis] | 5 |
| 1999 | How do UK-Based Foreign Exchange Dealers Think Their Market Operates?
RePEc:wbs:wpaper:wp99-21 [Citation Analysis] | 5 |
| 2000 | Properties of Cross-sectional Volatility
RePEc:wbs:wpaper:wp00-05 [Citation Analysis] | 4 |
| 2001 | Tracking Error: Ex-Ante versus Ex-Post Measures
RePEc:wbs:wpaper:wp01-15 [Citation Analysis] | 4 |
| 2001 | Copulas: an Open Field for Risk Management
RePEc:wbs:wpaper:wp01-01 [Citation Analysis] | 4 |
| 2005 | The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields
RePEc:wbs:wpaper:wp05-13 [Citation Analysis] | 4 |
| 2006 | The Markov-Switching Multifractal Model of Asset Returns: GMM Estimation and Linear Forecasting of Volatility
RePEc:wbs:wpaper:wp06-19 [Citation Analysis] | 3 |
| 2001 | Small Sample Properties of Panel Time-series Estimators with I(1) Errors
RePEc:wbs:wpaper:wp01-08 [Citation Analysis] | 3 |
| 2007 | Should Network Structure Matter in Agent-Based Finance?
RePEc:wbs:wpaper:wp07-02 [Citation Analysis] | 3 |
| 2006 | Dynamic instability in a phenomenological model of correlated assets
RePEc:wbs:wpaper:wp06-17 [Citation Analysis] | 3 |
| 2004 | Properties of Bias Corrected Realized Variance Under Alternative Sampling Schemes
RePEc:wbs:wpaper:wp04-15 [Citation Analysis] | 3 |
| 2004 | Properties of Realized Variance for a Pure Jump Process: Calendar Time Sampling versus Business Time Sampling
RePEc:wbs:wpaper:wp04-14 [Citation Analysis] | 3 |
| 1999 | An Analysis of the Performance of European Foreign Exchange Forecasters
RePEc:wbs:wpaper:wp99-07 [Citation Analysis] | 3 |
| 2006 | Pricing Multivariate Currency Options with Copulas
RePEc:wbs:wpaper:wp06-21 [Citation Analysis] | 3 |
| 2004 | Minority games with finite score memory
RePEc:wbs:wpaper:wp04-07 [Citation Analysis] | 2 |
| 2007 | Estimation of a Microfounded Herding Model On German Survey Expectations
RePEc:wbs:wpaper:wp07-07 [Citation Analysis] | 2 |
| 2001 | Numerical Issues in Threshold Autoregressive Modelling of Time Series
RePEc:wbs:wpaper:wp01-09 [Citation Analysis] | 2 |
| 2004 | Modeling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers
RePEc:wbs:wpaper:wp04-11 [Citation Analysis] | 2 |
| 2005 | Incentive Contracts and Hedge Fund Management
RePEc:wbs:wpaper:wp05-10 [Citation Analysis] | 2 |
| 2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence
RePEc:wbs:wpaper:wp07-12 [Citation Analysis] | 2 |
| 2006 | Effects of Tobin Taxes in Minority Game Markets
RePEc:wbs:wpaper:wp06-08 [Citation Analysis] | 2 |
| 2004 | Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts
RePEc:wbs:wpaper:wp04-10 [Citation Analysis] | 2 |
| 1999 | Intraday Technical Trading in the Foreign Exchange Market
RePEc:wbs:wpaper:wp99-02 [Citation Analysis] | 2 |
| 2007 | A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets
RePEc:wbs:wpaper:wp07-01 [Citation Analysis] | 2 |
| 2004 | Is Seasonal Heteroscedasticity Real? An International Perspective
RePEc:wbs:wpaper:wp04-08 [Citation Analysis] | 2 |
| 2002 | Reinterpreting the Real Exchange Rate - Yield Diffential Nexus
RePEc:wbs:wpaper:wp02-10 [Citation Analysis] | 2 |
| 2007 | A Prototype Model of Speculative Dynamics With Position-Based Trading
RePEc:wbs:wpaper:wp07-08 [Citation Analysis] | 2 |
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repec:wbs:wpaper:wp08-06 [Citation Analysis] | 1 |
| 2005 | Portfolio Efficiency and Discount Factor Bounds with Conditioning Information: A Unified Approach
RePEc:wbs:wpaper:wp05-01 [Citation Analysis] | 1 |
| 1999 | Forecasting Volatility using LINEX Loss Functions
RePEc:wbs:wpaper:wp99-20 [Citation Analysis] | 1 |
| 2006 | Statistical mechanics of socio-economic systems with heterogeneous agents
RePEc:wbs:wpaper:wp06-12 [Citation Analysis] | 1 |
| 2002 | Testing Mertons Model for Credit Spreads on Zero-Coupon Bonds
RePEc:wbs:wpaper:wp02-08 [Citation Analysis] | 1 |
| 2004 | Federal Funds Rate Prediction
RePEc:wbs:wpaper:wp04-12 [Citation Analysis] | 1 |
| 2004 | Testing and Modelling Market Microstructure Effects with an Application to the Dow Jones Industrial Average
RePEc:wbs:wpaper:wp04-06 [Citation Analysis] | 1 |
| 2008 | Stochastic Behavioral Asset Pricing Models and the Stylized Facts
RePEc:wbs:wpaper:wp08-03 [Citation Analysis] | 1 |
| 2006 | More hedging instruments may destabilize markets
RePEc:wbs:wpaper:wp06-11 [Citation Analysis] | 1 |
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repec:wbs:wpaper:wp02-02 [Citation Analysis] | 1 |
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repec:wbs:wpaper:wp07-03 [Citation Analysis] | 1 |
| 1999 | Predictability in International Asset Returns: A Re-examination
RePEc:wbs:wpaper:wp99-03 [Citation Analysis] | 1 |
| 2002 | Combining Heterogeneous Classifiers for Stock Selection
RePEc:wbs:wpaper:wp02-01 [Citation Analysis] | 1 |
| 2005 | Employee Stock Options: Much More Valuable Than You Thought
RePEc:wbs:wpaper:wp05-09 [Citation Analysis] | 1 |
