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Items in eScholarship@BC will redirect to URBC, Boston College Libraries' new repository platform. eScholarship@BC is being retired in the summer of 2025. Any material submitted after April 15th, 2025, and all theses and dissertations from Spring semester 2025, will be added to URBC only.
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(1 - 5 of 5)
 Stochastic volatility, jumps and leverage in energy and stock markets
Title
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
Author
Baum, Christopher F., Zerilli, Paola, Chen, Liyaun
Date
2019
Genre
working paper
The Evolution of US Monetary Policy
Title
The Evolution of US Monetary Policy: 2000-2007
Author
Belongia, Michael, Ireland, Peter
Date
2015
Genre
working paper
Sectoral Fluctuations in U.K. Firms' Investment Expenditures
Title
Sectoral Fluctuations in U.K. Firms' Investment Expenditures
Author
Baum, Christopher, Caglayan, Mustafa, Ozkan, Neslihan
Date
2002
Genre
working paper
Aggregation of Space-Time Processes
Title
Aggregation of Space-Time Processes
Author
Giacomini, Raffaella, Granger, Clive
Date
2002
Genre
working paper
House Prices and Business Cycles in Europe
Title
House Prices and Business Cycles in Europe: a VAR Analysis
Author
Iacoviello, Matteo
Date
2002
Genre
working paper

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  • Baum, Christopher (1) + -
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  • Belongia, Michael (1) + -
  • Caglayan, Mustafa (1) + -
  • Chen, Liyaun (1) + -
  • Giacomini, Raffaella (1) + -
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2001 - 2020
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Format: 2025/06/28

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