Raluca Stan

2016

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Raluca Stan's perspective

Ordered by how strongly the researchers Raluca Stan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
2. Generalized autoregressive conditional heteroskedasticity
3. The Impact of Monetary Policy on Asset Prices
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
6. The Behavior of Stock-Market Prices
7. A Simple Long Memory Model of Realized Volatility
8. Long Memory and Regime Switching
9. Statistics for long-memory processes
10. Inflation Forecast Uncertainty

Their papers

• Monetary Policy Uncertainty and the Market Reaction to Macroeconomic News: Evidence from the Taper Tantrum (2016) — 146 citations