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Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate

https://doi.org/10.2139/ssrn.1689468
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Long-Run Causality, with an Application to International Links between Long-Term Interest Rates
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Modelling the Swap Spread
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Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II
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Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies
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Short-Run Assessment of French Economic Activity Using Optim
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Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area
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Forecasting Inflation Using Economic Indicators: The Case of France
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Forecasting Inflation in the Euro Area
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Ml vs GMM Estimates of Hybrid Macroeconomic Models (with an Application to the New Phillips Curve)
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The Bank Bias: Segmentation of French Fund Families
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Optimal Portfolio Allocation Under Higher Moments
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The Breaks in Per Capita Productivity Trends in a Number of Industrial Countries
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ICT Diffusion and Potential Output Growth
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Price Rigidity: Evidence from the French CPI Macro-Data
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resolves10.2307/20079069
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resolves10.2139/ssrn.1689468
Probability of Informed Trading: An Empirical Application to the Euro Overnight Market Rate
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