Money announcements and the risk premium

DOI10.1016/0165-1765(88)90089-4zbMath1328.91253OpenAlexW2007795117MaRDI QIDQ900140

Andreas M. Fischer

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90089-4

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Testing for Higher Order Serial Correlation in Regression Equations when the Regressors Include Lagged Dependent Variables

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