TOC: J Econometrics
Introduction
Journal of Econometrics, 183(2)
Mutual excitation in Eurozone sovereign CDS
–Yacine Aït-Sahalia, Roger J.A. Laeven, Loriana Pelizzon [] []
Time-varying jump tails
–Tim Bollerslev, Viktor Todorov [] []
The VIX, the variance premium and stock market volatility
–Geert Bekaert, Marie Hoerova [] []
The nonlinear price dynamics of U.S. equity ETFs
–Gunduz Caginalp, Mark DeSantis, Akin Sayrak [] []
Improved inference in the evaluation of mutual fund performance using panel bootstrap methods
–David Blake, Tristan Caulfield, Christos Ioannidis, Ian Tonks [] []
Minimum distance estimation of the errors-in-variables model using linear cumulant equations
–Timothy Erickson, Colin Huan Jiang, Toni M. Whited [] []
Does the information content of payout initiations and omissions influence firm risks?
–Henk von Eije, Abhinav Goyal, Cal B. Muckley [] []
Methods for multicountry studies of corporate governance: Evidence from the BRIKT countries
–Bernard Black, Antonio Gledson de Carvalho, Vikramaditya Khanna, Woochan Kim, Burcin Yurtoglu [] []
Firms’ fundamentals, macroeconomic variables and quarterly stock prices in the US
–Alok Bhargava [] []