Donald L. Kohn

2003

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Whom Donald L. Kohn trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Torben G. Andersen
  2. Ken Kuttner
  3. Tim Bollerslev
  4. Antulio N. Bomfim
  5. Christina D. Romer

Who trusts Donald L. Kohn overall

  1. Michael Ehrmann
  2. Marcel Fratzscher
  3. Albert Lee Chun
  4. R. Gürkaynak
  5. Alan S. Blinder
  6. D. Jansen
  7. Sylvester C. W. Eijffinger
  8. Eric T. Swanson
  9. Brian P. Sack

Papers from Donald L. Kohn's perspective

Ordered by how strongly the researchers Donald L. Kohn 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. Intraday periodicity and volatility persistence in financial markets
  3. Federal Reserve Information and the Behavior of Interest Rates
  4. Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Generalized autoregressive conditional heteroskedasticity
  7. Separating Microstructure Noise from Volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers