Instituição

Nome:
U Frankfurt
Artigos 10:

Earnings Test, Non-actuarial Adjustments and Flexible Retirement
Axel Borsch-Supan, Klaus Hartl, Duarte N. Leite
Economics Letters, vol. 173, 2018, p. 78-83.

Level and Slope of Volatility Smiles in Long-Run Risk Models
Nicole Branger, Paulo Rodrigues, Christian Schlag
Journal of Economic Dynamics and Control, vol. 86, 2018, p. 95-122.

Level and Slope of Volatility Smiles in Long-Run Risk Models
Nicole Branger, Paulo Rodrigues, Christian Schlag
Journal of Economic Dynamics and Control, vol. 86, 2018, p. 95-122.

Quantile Regression for Long Memory Testing: A Case of Realized Volatility
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Journal Of Financial Econometrics, vol. 14, 2016, p. 693-724.

A Model of Mortgage Default
John Campbell, João Cocco
Journal of Finance, vol. 70, 2015, p. 1495-1554.

Calling Circles: Network Competition with Nonuniform Calling Patterns
Steffen Hoernig, Roman Inderst, Tommaso Valletti
Rand Journal of Economics, vol. 45, 2014, p. 155-175.

Persistence in the Banking Industry: Fractional Integration and Breaks in Memory
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Journal Of Empirical Finance, vol. 29, 2014, p. 95-112.

Empirical Evidence on the Role of Nonlinear Wholesale Pricing and Vertical Restraints on Cost Pass-Through
Celine Bonnet , Pierre Dubois, Sofia Villas-Boas, Daniel Klapper
Review of Economics and Statistics, vol. 95, 2013, p. 500-515.

A Larger Slice or a Larger Pie? An Empirical Investigation of Bargaining Power in the Distribution Channel
Michaela Draganska, Daniel Klapper, Sofia Villas-Boas
Marketing Science, vol. 29, 2010, p. 57-74.

Testing for General Fractional Integration in the Time Domain
Uwe Hassler, Paulo M. M. Rodrigues, Antonio Rubia
Econometric Theory, vol. 25, 2009, p. 1793-1828.

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