Research – Frank Hawkins Kenan Institute of Private Enterprise

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Kenan Institute 2023 Grand Challenge: Workforce Disrupted
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Market-Based Solutions to Vital Economic Issues

Research

Eric Ghysels, Edward Bernstein Distinguished Professor of Economics and Professor of Finance, Faculty Director of Rethinc. Labs

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Estimating Undetected COVID-19 Infections

  • Article

Nowcasting Net Asset Values: The Case of Private Equity

Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality

  • Working Paper

Monthly Art Market Returns

  • Working Paper

Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application

Liquidity and Volatility in the U.S. Treasury Market

  • Working Paper

High-Dimensional Granger Causality Tests with an Application to VIX and News

Machine Learning Time Series Regressions With an Application to Nowcasting

  • Article

Real-time Forecasts of State and Local Government Budgets with an Application to COVID-19

  • Article

Comment on: Price Discovery in High Resolution and the Analysis of Mixed Frequency Data

  • Article

Mixed-Frequency Macro–Finance Factor Models: Theory and Applications

  • Article

Predicting the VIX and the volatility risk premium: The role of short-run funding spreads Volatility Factors

  • Working Paper

2019 Frontiers of Entrepreneurship Conference

  • Conference Proceeding