Gregory H Bauer

Gregory H Bauer

University of Rochester - Rochester / United States
Economics & Econometrics / Economics
AD Scientific Index ID: 1620847
person_outline Gregory H Bauer's MOST POPULAR ARTICLES
1-) Global private information in international equity marketsR Albuquerque, GH Bauer, M SchneiderJournal of Financial Economics 94 (1), 18-46, 20091912009
2-) Forecasting multivariate realized stock market volatilityGH Bauer, K VorkinkJournal of Econometrics 160 (1), 93-101, 20111742011
3-) International equity flows and returns: a quantitative equilibrium approachR Albuquerque, GH Bauer, M SchneiderThe Review of Economic Studies 74 (1), 1-30, 20071182007
4-) Monetary policy, private debt and financial stability risksGH Bauer, E Granziera50th issue (September 2017) of the International Journal of Central Banking, 2018672018
5-) An international dynamic term structure model with economic restrictions and unspanned risksG Bauer, A Diez de los RiosBank of Canada, 2012482012