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Gregory H Bauer
Gregory H Bauer
Lang School of Business and Economics, University of Guelph
Подтвержден адрес электронной почты в домене uoguelph.ca
Название
Процитировано
Процитировано
Год
Global private information in international equity markets
R Albuquerque, GH Bauer, M Schneider
Journal of Financial Economics 94 (1), 18-46, 2009
2172009
Forecasting multivariate realized stock market volatility
GH Bauer, K Vorkink
Journal of Econometrics 160 (1), 93-101, 2011
1932011
International equity flows and returns: a quantitative equilibrium approach
R Albuquerque, GH Bauer, M Schneider
The Review of Economic Studies 74 (1), 1-30, 2007
1142007
Monetary policy, private debt and financial stability risks
GH Bauer, E Granziera
Private Debt and Financial Stability Risks (November 11, 2016), 2016
672016
An international dynamic term structure model with economic restrictions and unspanned risks
G Bauer, A Diez de los Rios
Bank of Canada, 2012
472012
What does the convenience yield curve tell us about the crude oil market?
R Alquist, GH Bauer, A Diez de los Rios
Bank of Canada Working Paper, 2014
382014
International house price cycles, monetary policy and credit
GH Bauer
Journal of International Money and Finance 74, 88-114, 2017
322017
Multivariate realized stock market volatility
GH Bauer, K Vorkink
Available at SSRN 938151, 2006
272006
International house price cycles, monetary policy and risk premiums
G Bauer
Bank of Canada, 2014
262014
Characterizing asymmetric information in international equity markets
RA Albuquerque, GH Bauer, M Schneider
Simon School of Business Working Paper No. FR, 02-07, 2003
232003
The global financial cycle, monetary policies, and macroprudential regulations in small, open economies
G Bauer, G Pasricha, R Sekkel, Y Terajima
Canadian Public Policy 44 (2), 81-99, 2018
222018
The monetary origins of asymmetric information in international equity markets
GH Bauer, C Vega
Journal of International Money and Finance 27 (7), 1029-1055, 2008
202008
The foreign exchange risk premium over the long run
G Bauer
Unpublished manuscript, University of Rochester, 2001
182001
A Taxonomy of Market Efficiency
G Bauer
Bank of Canada Financial System Review 37, 40, 2004
142004
Typologie de l’efficience des marchés
G Bauer
Revue du système financier, 39-42, 2004
122004
Global risk premiums and the transmission of monetary policy
G Bauer, AD de los Rios
Bank of Canada Review 2012 (Summer), 12-20, 2012
102012
mGlobal Private Information in International Equity Markets, nworking paper
R Albuquerque, GH Bauer, M Schneider
New York University, 2006
52006
Multivariate realized volatility
GH Bauer, K Vorkink
Working Paper, Bank of Canada, 2006
52006
Macroeconomic drivers of crude oil futures risk premia
R Alquist, GH Bauer, AD de los Rios
Manuscript, Bank of Canada, 2013
42013
Conditional Currency Hedging and Asset Market Shocks
GH Bauer
University of Rochester, mimeo, 2001
42001
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Статьи 1–20