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Small Sample Properties of Estimators of Nonlinear Models of
Covariance Structure (Abstract Only) By Todd E. Clark How Reliable Are Adverse Selection Models of the Bid-ask Spread? (Abstract Only) By Robert Neal and Simon Wheatley Direct Tests of Index Arbitrage Models (Abstract Only) By Robert Neal Central Bank Intervention and the Volatility of Foreign Exchange Rates: Evidence from the Options Market (Abstract Only) By Catherine Bonser-Neal and Glenn Tanner Money Is What Money Predicts: The M* Model of the Price Level (Abstract Only) By Gregory D. Hess and Charles S. Morris Why Is the Forward Exchange Rate Forecast Biased? A Survey of Recent Evidence (Abstract Only)
By Charles Engel Intranational Business Cycles in the United States (Abstract Only)
By Gregory D. Hess and Kwanho Shin New Estimates of the U.S. Economy's Potential Growth Rate (Abstract Only)
By George A. Kahn How Wide Is the Border? (Abstract Only)
By Charles Engel and John H. Rogers Measuring Business Cycle Features (Abstract Only)
By Gregory D. Hess and Shigeru Iwata Some Intranational Evidence On Output-Inflation Tradeoffs (Abstract Only)
By Gregory D. Hess and Kwanho Shin Bank Derivative Activity in the 1990s (Abstract Only)
By Ken Heinecke and Pu Shen Forecasting an Aggregate of Cointegrated Disaggregates (Abstract Only)
By Todd E. Clark Exchange Rates in the Long Run (Abstract Only)
By Sean Becketti, Craig S. Hakkio, and Douglas H. Joines Business Cycle Turning Points: Two Empirical Business Cycle Model Approaches (Abstract Only)
By Andrew J. Filardo and Stephen F. Gordon Equities and the Economy: Another Intertemporal Anomaly (Abstract Only)
By John E. Golob Back to top |