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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Subject G1
Showing results 1 to 10 of 10
| Issue Date | Title | Author(s) | Type | | 2004 | Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis | Escribano, Álvaro [alvaroe]; Pascual, Roberto; Tapia, Mikel [mtapia] | article |
| 2006 | Asymmetries in Bid-Ask Responses to Innovations in the Trading Process | Escribano, Álvaro [alvaroe]; Pascual, Roberto | article |
| Jul-2000 | BLM: bidimensional approach to measure liquidity | Pascual, Roberto; Escribano, Álvaro [alvaroe]; Tapia, Mikel [mtapia] | workingPaper |
| Feb-2012 | Conditional stochastic dominance tests in dynamic settings | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Oct-2010 | Conditional stochastic dominance tests in dynamic settings | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Jun-2009 | Downside Risk Efficiency Under Market Distress | Gonzalo, Jesús [jgonzalo]; Olmo, José | workingPaper |
| Sep-2008 | Measuring causality between volatility and returns with high-frequency data | Dufour, Jean-Marie; García, René; Taamouti, Abderrahim | workingPaper; workingPaper |
| Jun-2009 | A nonparametric copula based test for conditional independence with applications to granger causality | Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, Abderrahim | workingPaper |
| 29-Mar-2012 | Nonparametric estimation and inference for Granger causality measures | Taamouti, Abderrahim; Bouezmarni, Taoufik; El Ghouch, Anouar | workingPaper |
| 6-Jan-2012 | Nonparametric tests for conditional independence using conditional distributions | Bouezmarni, Taoufik; Taamouti, Abderrahim | workingPaper |
Showing results 1 to 10 of 10
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