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Time Series and Cross-Section Information in Affine Term-Structure Models

. Journal of Business & Economic Statistics, 18 (3): 300--314 (2000)

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Gradient Estimation in Uncertain Data., , and . MVA, page 144-147. (1998)A comparison of the cost of trading French shares on the Paris Bourse and on SEAQ International, , and . European Economic Review, 39 (7): 1277--1301 (August 1995)Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate, , and . Journal of International Money and Finance, 17 (1): 5--27 (Feb 19, 1998)Teachers' interventions and Knowledge Creation in a Master 'Learning & Innovation for Teachers in Vocational Education'., , , and . CSCL, International Society of the Learning Sciences, (2011)Privatization and stock market liquidity, , , and . Journal of Banking & Finance, 31 (2): 297--316 (February 2007)Time-varying market integration and expected returns in emerging markets, and . Journal of Financial Economics, 78 (3): 583--613 (December 2005)Price effects of trading and components of the bid-ask spread on the Paris Bourse, , and . Journal of Empirical Finance, 3 (2): 193--213 (June 1996)Toward a Multi-Level Knowledge Building Innovation Network., , , , , , , , , and 14 other author(s). CSCL, International Society of the Learning Sciences, (2017)Analyzing Students' Knowledge Building Skills by Comparing Their Written Production to Syllabus., , and . ICL (1), volume 544 of Advances in Intelligent Systems and Computing, page 345-352. Springer, (2016)A contribution to event study methodology with an application to the Dutch stock market, , and . Journal of Banking & Finance, 16 (1): 11--36 (February 1992)