Discussion paper DP17225 Three Common Factors Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 15 Apr 2022 Financial Economics C22 C38 C53 C55 G10 G12
Discussion paper DP12219 Is Industrial Production Still the Dominant Factor for the US Economy? Elena Andreou Patrick Gagliardini Eric Ghysels Mirco Rubin 12 Aug 2017 Financial Economics C32 C33 C38 E32
Discussion paper DP11307 On the use of high frequency measures of volatility in MIDAS regressions Elena Andreou 1 Jun 2016 Financial Economics C22 C53 G22
Discussion paper DP11306 Inflation expectations and monetary policy in Europe Elena Andreou 1 Jun 2016 Financial Economics Monetary Economics and Fluctuations E31 E52 F41
Discussion paper DP10236 Predicting the VIX and the Volatility Risk Premium: What's Credit and Commodity Volatility Risk Got To Do With It? Eric Ghysels Elena Andreou 9 Nov 2014 Financial Economics C2 C5 G1
Discussion paper DP9583 Residual-based Rank Specification Tests for AR-GARCH type models Elena Andreou 4 Aug 2013 Financial Economics C22 C32 C51 C52
Discussion paper DP9570 Nonparametric Predictive Regression Elena Andreou 21 Jul 2013 Financial Economics C22 C32