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Number of items: 6.

1 July 2010

Lof, Matthijs (2010): Heterogeneity in stock prices: A STAR model with multivariate transition function.

8 April 2011

Lof, Matthijs (2011): Noncausality and Asset Pricing.

22 December 2011

Lof, Matthijs (2011): GMM estimation with noncausal instruments under rational expectations.

November 2012

Lof, Matthijs (2012): Rational Speculators, Contrarians and Excess Volatility.

May 2013

Lof, Matthijs (2013): Essays on Expectations and the Econometrics of Asset Pricing.

October 2013

Lof, Matthijs and Malinen, Tuomas (2013): Does sovereign debt weaken economic growth? A Panel VAR analysis.

This list was generated on Fri Oct 7 04:05:45 2022 CEST.
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