Central Bank Intervention and Exchange Rate Volatility, Its Continuous and | | Jump Components, by Michel Beine, Jérôme Lahaye, Sébastien Laurent, Christopher J. Neely, and Franz C. Palm (St Louis Fed Working Papers 2006-031) | Full text |
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| Explaining the level of credit spreads: option-implied | | jump risk premia in a firm value model, by Martijn Cremers, Joost Driessen, Pascal Maenhout and David Weinbaum (Bank for International Settlements Working papers 191) | Abstract
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| Explaining credit default swap spreads with equity volatility and | | jump risks of individual firms, by Benjamin Yibin Zhang, Hao Zhou and Haibin Zhu (Bank for International Settlements Working papers 181) | Abstract
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| Explaining Credit Default Swap Spreads with the Equity Volatility and | | Jump Risks of Individual Firms, by Benjamin Yibin Zhang, Hao Zhou, and Haibin Zhu (Federal Reserve Board FEDS series 2005-63) | Abstract
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| | | Jump Starting GARCH: Pricing and Hedging Options with Jumps in Returns and Volatilities, by Jin-Chuan Duan, Peter Ritchken, and Zhiqiang Sun (Cleveland Fed Working papers wp0619) | Full text |
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| Bond Risk Premia and Realized | | Jump Volatility, by Jonathan Wright and Hao Zhou (Federal Reserve Board FEDS series 2007-22) | Abstract
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Normality, Modal Risk Level, and Exchange-Rate | | Jumps , by Hecht Yoel, Pomposhko Helena (Bank of Israel Monetary Studies - Discussion Papers mns0501) | Abstract
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| Detecting | | Jumps in High-Frequency Financial Series Using Multipower Variation, by Ysusi Carla (Bank of Mexico Working Papers 2006-10) | Full text |
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| Jump Starting GARCH: Pricing and Hedging Options with | | Jumps in Returns and Volatilities, by Jin-Chuan Duan, Peter Ritchken, and Zhiqiang Sun (Cleveland Fed Working papers wp0619) | Full text |
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| Realized | | Jumps on Financial Markets and Predicting Credit Spreads, by George Tauchen and Hao Zhou (Federal Reserve Board FEDS series 2006-35) | Abstract
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| Forecasting Commodity Prices: GARCH, | | Jumps, and Mean Reversion, by Jean-Thomas Bernard, Lynda Khalaf, Maral Kichian, and Sebastien McMahon (Bank of Canada Working papers 2006-14) | Abstract
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| Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for | | Jumps, and Parameter Estimates, by J. Benson Durham (Federal Reserve Board FEDS series 2005-53) | Abstract
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| | | Jumps, Cojumps and Macro Announcements, by Jérôme Lahaye, Sébastien Laurent, and Christopher J. Neely (St Louis Fed Working Papers 2007-032) | Full text |
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| | Jump-and-rest effect of U.S. business cycles, by Máximo Camacho and Gabriel Pérez-Quirós (Bank of Spain Working Papers 0507) | Abstract
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| | | Jump-Diffusion Processes and Affine Term Structure Models: Additional Closed-Form Approximate Solutions, Distributional Assumptions for Jumps, and Parameter Estimates, by J. Benson Durham (Federal Reserve Board FEDS series 2005-53) | Abstract
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| How Frequently Does the Stock Price | | Jump? - An Analysis of High-Frequency Data with Microstructure Noises, by Jin-Chuan Duan-András Fülöp (Magyar Nemzeti Bank Working papers 2007/04) | Abstract
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Price Setting Behaviour in Denmark. A Study of CPI Micro Data 1997-2005 | | June 2006, by Hansen, Bo William; Hansen, Niels Lynggĺrd (Danmarks Nationalbank Working papers WP39/2006) | Abstract
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Exchange rate regimes, foreign exchange volatility and export performance in Central and Eastern Europe: | | Just another blur project?, by Balázs Égert, Amalia Morales-Zumaquero (Bank of Finland BOFIT Discussion Papers 2005/08) | Abstract
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| Bias in Federal reserve Inflation Forecasts: Is the Federal Reserve Irrational or | | Just Cautious?, by Capistrán Carlos (Bank of Mexico Working Papers 2006-14) | Full text |
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| Inefficient or | | just different? Effects of heterogeneity on bank efficiency scores, by Jaap W. B. Bos, Frank Heid, Michael Koetter, James W. Kolari, Clemens J. M. Kool (Deutsche Bundesbank Banking Supervision Discussion Papers 200515) | Full text |
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| | | Just how undervalued is the Chinese renminbi?, by Michael Funke, Jörg Rahn (Bank of Finland BOFIT Discussion Papers 2004/14) | Abstract
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| Are european business cycles close enough to be | | just one, by Máximo Camacho, Gabriel Pérez-Quirós and Lorena Saiz (Bank of Spain Working Papers 0408) | Abstract
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| Betcha can't acquire | | just one: merger programs and compensation, by Richard J. Rosen (Chicago Fed Working papers WP-2004-22) | Abstract
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| Early Warning or | | Just Wise After the Event?, by Andrew Hughes Hallet, Rasmus Kattai and John Lewis (Netherlands Bank DNB Working Papers 124) | Full text |
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Nearsighted | | Justice , by Dan Bernhardt and Ed Nosal (Cleveland Fed Working papers WP0304) | Full text |
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Interwar U.K. Unemployment: The Benjamin and Kochin Hypothesis or the Legacy of " | | Just" Taxes?, by James M. Nason and Shaun P. Vahey (Atlanta Fed Working papers 2006-04) | Abstract
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WP 2002/1 | | János Tóth István - Business and consumer surveys in Hungary, by János Tóth István - Business and consumer surveys in Hungary (Magyar Nemzeti Bank Working papers 2002/01) | Abstract
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