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1. International financial transmission of the Feds monetary policy. (2014). Mirkov, Nikola.
   In: International Journal of Business and Economic Sciences Applied Research (IJBESAR).
   RePEc:tei:journl:v:7:y:2014:i:2:p:7-49.

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2. Investors and Central Banks Uncertainty Embedded in Index Options. (2014). Veronesi, Pietro ; David, Alexander.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:27:y:2014:i:6:p:1661-1716..

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3. Characteristic Function-Based Testing for Multifactor Continuous-Time Markov Models via Nonparametri. (2013). Hong, Yongmiao ; Chen, Bin.
   In: Working Papers.
   RePEc:wyi:wpaper:001992.

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4. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2013). Veronesi, Pietro ; David, Alexander.
   In: Journal of Political Economy.
   RePEc:ucp:jpolec:doi:10.1086/671799.

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5. Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach. (2013). SONG, ZHAOGANG ; Chen, Bin.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:173:y:2013:i:1:p:83-107.

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6. International Financial Transmission of the US Monetary Policy: An Empirical Assessment. (2012). Mirkov, Nikola.
   In: Working Papers on Finance.
   RePEc:usg:sfwpfi:2012:01.

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7. Crash Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
   In: 2012 Meeting Papers.
   RePEc:red:sed012:753.

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8. On the Asset Market View of Exchange Rates. (2012). Burnside, Craig ; Graveline, Jeremy J..
   In: NBER Working Papers.
   RePEc:nbr:nberwo:18646.

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9. Properties of foreign exchange risk premiums. (2012). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:105:y:2012:i:2:p:279-310.

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10. Sources of Risk in Currency Returns. (2012). Zviadadze, Irina ; Chernov, Mikhail ; Graveline, Jeremy.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8745.

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11. Investors and Central Banks Uncertainty Embedded in Index Options. (2011). Veronesi, Pietro ; David, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16764.

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12. Testing option pricing models: complete and incomplete markets. (2011). Verchenko, Olesia.
    In: Discussion Papers.
    RePEc:kse:dpaper:38.

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13. A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates. (2011). Ng, David ; LI, HAITAO ; Egorov, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:162:y:2011:i:1:p:55-70.

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14. Properties of Foreign Exchange Risk Premia. (2010). Wagner, Christian ; Schneider, Paul ; Sarno, Lucio.
    In: MPRA Paper.
    RePEc:pra:mprapa:21302.

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15. What Ties Return Volatilities to Price Valuations and Fundamentals?. (2009). Veronesi, Pietro ; David, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15563.

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16. Modeling Multivariate Interest Rates using Time-Varying Copulas and Reducible Stochastic Differential Equations. (2009). Lubrano, Michel ; Hadri, Kaddour ; Bu, Ruijun ; Giet, Ludovic.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00408014.

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17. Stock market liberalization and international risk sharing. (2009). Wu, Shu ; Iwata, Shigeru.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:3:p:461-476.

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18. A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation. (2009). Zhang, Xibin ; King, Maxwell ; Brooks, Robert.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:153:y:2009:i:1:p:21-32.

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19. A two-stage realized volatility approach to estimation of diffusion processes with discrete data. (2009). Yu, Jun ; Phillips, Peter ; Phillips, Peter C. B., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:150:y:2009:i:2:p:139-150.

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20. Bond risk premia, macroeconomic fundamentals and the exchange rate. (2008). Taboga, Marco ; Pericoli, Marcello.
    In: MPRA Paper.
    RePEc:pra:mprapa:9523.

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21. Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies. (2008). Wu, Liuren ; Carr, Peter ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:87:y:2008:i:1:p:132-156.

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22. Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions. (2008). Ait-Sahalia, Yacine ; Kimmel, Robert L..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-19.

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23. Volatility, Jumps and Predictability of Returns: a Sequential Analysis. (2008). Raggi, Davide ; Bordignon, S..
    In: Working Papers.
    RePEc:bol:bodewp:636.

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24. Stochastic Discount Factor Approach to International Risk-Sharing:A Robustness Check of the Bilateral Setting. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0734.

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25. Stochastic Discount Factor Approach to International Risk-Sharing: Evidence from Fixed Exchange Rate Episodes. (2007). Kool, Clemens ; Hadzi-Vaskov, Metodij ; Clemens J. M. Kool, .
    In: Working Papers.
    RePEc:use:tkiwps:0733.

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26. Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation. (2007). Hurn, Stan ; Lindsay, K. ; Jeisman, J..
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2007-3.

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27. Limits to international arbitrage: an empirical evaluation. (2007). Dewachter, Hans ; Smedts, Kristien.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:12:y:2007:i:3:p:273-285.

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28. Market price of risk specifications for affine models: Theory and evidence. (2007). Kimmel, Robert L. ; Cheridito, Patrick ; Filipovic, Damir.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:83:y:2007:i:1:p:123-170.

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29. Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan. (2007). Yu, Jialin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1245-1280.

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30. Simulation-based Estimation of Contingent-claims Prices. (2007). Yu, Jun ; Phillips, Peter.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1596.

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31. A No-Arbitrage Analysis of Macroeconomic Determinants of Term Structures and the Exchange Rate. (2007). Yang, Jun ; Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:07-21.

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32. Monetary Policy Rules and Exchange Rates:A Structural VAR Identified by No Arbitrage. (2006). Dong, Sen.
    In: 2006 Meeting Papers.
    RePEc:red:sed006:875.

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33. Teaching an old dog new tricks: Improved estimation of the parameters of SDEs by numerical solution of the Fokker-Planck equation. (2006). Hurn, Stan.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006-01.

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34. Seeing the wood for the trees: A critical evaluation of methods to estimate the parameters of stochastic differential equations. (2006). Hurn, Stan.
    In: Stan Hurn Discussion Papers.
    RePEc:qut:sthurn:2006.

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35. Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations. Working paper #2. (2006). Hurn, Stan ; Lindsay, K. A. ; Jeisman, J..
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2006-2.

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36. Estimation of continuous-time models with an application to equity volatility dynamics. (2006). OU-YANG, HUI ; ju, nengjiu ; Bakshi, Gurdip.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:82:y:2006:i:1:p:227-249.

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37. Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?. (2006). LI, HAITAO ; Hong, Yongmiao ; Egorov, Alexei.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:255-284.

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38. Approximating volatility diffusions with CEV-ARCH models. (2006). Mele, Antonio ; Fornari, Fabio.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:30:y:2006:i:6:p:931-966.

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39. Are feedback factors important in modelling financial data?. (2006). Veiga, Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws060101.

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40. Affine term structure models for the foreign exchange risk premium. (2006). Benati, Luca.
    In: Bank of England working papers.
    RePEc:boe:boeewp:291.

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41. Can Affine Term Structure Models Help Us Predict Exchange Rates?. (2006). Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-27.

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42. Modelling International Bond Markets with Affine Term Structure Models. (2005). Schneider, Paul ; Mosburger, Georg.
    In: Finance.
    RePEc:wpa:wuwpfi:0509003.

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43. Term structure of interest models: concept and estimation problem in a continuous-time setting. (2005). Di Miscia, Orazio.
    In: Finance.
    RePEc:wpa:wuwpfi:0504017.

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44. Interest Rate Risk and the Forward Premium Anomaly in Foreign Exchange Markets. (2005). Wu, Shu.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:200519.

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45. Likelihood based inference for diffusion driven models. (2004). Shephard, Neil ; Chib, Siddhartha ; Pitt, Michael K.
    In: Economics Papers.
    RePEc:nuf:econwp:0420.

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46. Market Price of Risk Specifications for Affine Models: Theory and Evidence. (2004). Cheridito, Patrick ; Filipovic, Damir.
    In: Econometric Society 2004 North American Winter Meetings.
    RePEc:ecm:nawm04:536.

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47. Nonlinear Mean Reversion in the Short-Term Interest Rate. (2003). Jones, Christopher S..
    In: The Review of Financial Studies.
    RePEc:oup:rfinst:v:16:y:2003:i:3:p:793-843.

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48. Likelihood-based specification analysis of continuous-time models of the short-term interest rate. (2003). Durham Garland B., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:70:y:2003:i:3:p:463-487.

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49. Efficient Estimation of Jump Diffusions and General Dynamic Models with a Continuum of Moment Conditions. (2003). Ghysels, Eric ; Florens, Jean-Pierre ; Chernov, Mikhail ; Carrasco, Marine.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-02.

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50. Estimating Affine Multifactor Term Structure Models Using Closed-Form Likelihood Expansions. (2002). Ait-Sahalia, Yacine ; Kimmel, Robert.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0286.

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