Research – Page 2 – Frank Hawkins Kenan Institute of Private Enterprise

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Market-Based Solutions to Vital Economic Issues

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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

Profile

The Risk-Return Relationship and Financial Crises

Long- And Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

  • Working Paper

Detecting Multiple Breaks In Financial Market Volatility Dynamics

  • Article

Tilting the Evidence: The Role of Firm-Level Earnings Attributes in the Relation between Aggregated Earnings and Gross Domestic Product

  • Article

Back to the Future: Backtesting Systemic Risk Measures During Historical Bank Runs and the Great Depression

  • Working Paper

Mixed Frequency Data Sampling Regression Models: the R Package midasr

  • Article

Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences

  • Article