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- 2016
-
Mark
Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification
(
- Contribution to journal › Article
- 2014
-
Mark
A Random Coefficient Approach to the Predictability of Stock Returns in Panels
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
-
Mark
Testing for Predictability in Conditionally Heteroskedastic Stock Returns
2014) In Journal of Financial Econometrics(
- Contribution to journal › Article
- 2009
-
Mark
Measuring Event Risk
(
- Contribution to journal › Article
- 2007
-
Mark
Estimating cointegrated panels with common factors and the forward rate unbiasedness hypothesis
(
- Contribution to journal › Article