NEW PALTZ, NY 12561
United States
http://https://www.researchgate.net/profile/James_Forest2
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Treasury auctions, GARCH modeling, Interest rates, Volatility, Federal Reserve, Monetary policy, Macroeconomic announcements
DOLS estimator, Bewley transformation, US Export Demand
US Treasury Market, General-to-Specific Modelling, Macroeconomic Announcements, LSE Approach, Encompassing, Bias Correction, Model Selection, Autometrics, Market Efficiency, EGARCH, Assymetric Garch