Discussion paper DP9778 A high frequency assessment of the ECB Securities Markets Programme Eric Ghysels Simone Manganelli 8 Dec 2013 Financial Economics
Discussion paper DP9698 Regime Switches in the Risk-Return Trade-off Eric Ghysels Massimiliano Marcellino 27 Oct 2013 Financial Economics International Macroeconomics G10 G12
Discussion paper DP9655 Testing for Granger Causality with Mixed Frequency Data Eric Ghysels 22 Sep 2013 Financial Economics C12 C32
Discussion paper DP9654 Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series Eric Ghysels 15 Sep 2013 Financial Economics C12 C32