I agree that this site is using cookies. You can find further informations here.
X
Creal, Drew
50  results:
Search for persons X
?
1

Observation-driven filtering of time-varying parameters usi..:

Creal, Drew ; Koopman, Siem Jan ; Lucas, André.
Journal of Econometrics.  238 (2024)  2 - p. 105635 , 2024
Link: https://doi.org/10.1016/..
 
?
2

Bayesian estimation of cluster covariance matrices of unkno..:

Creal, Drew ; Kim, Jaeho
Journal of Econometrics.  241 (2024)  1 - p. 105725 , 2024
Link: https://doi.org/10.1016/..
 
?
3

Sovereign credit and exchange rate risks: Evidence from Asi..:

Chernov, Mikhail ; Creal, Drew ; Hördahl, Peter
Journal of International Economics.  140 (2023)  - p. 103692 , 2023
Link: https://doi.org/10.1016/..
 
?
4

International Yield Curves and Currency Puzzles:

CHERNOV, MIKHAIL ; CREAL, DREW
The Journal of Finance.  78 (2022)  1 - p. 209-245 , 2022
Link: https://doi.org/10.1111/..
 
?
5

The PPP View of Multihorizon Currency Risk Premiums:

Chernov, Mikhail ; Creal, Drew ; Koijen, Ralph
The Review of Financial Studies.  34 (2020)  6 - p. 2728-2772 , 2020
Link: https://doi.org/10.1093/..
 
?
6

Bond risk premia in consumption‐based models:

Creal, Drew D. ; Wu, Jing Cynthia
Quantitative Economics.  11 (2020)  4 - p. 1461-1484 , 2020
Link: https://doi.org/10.3982/..
 
?
7

Sovereign Credit and Exchange Rate Risks: Evidence from Asi.. 

NBER working paper series, no. w27500
Chernov, Mikhail ; Creal, Drew D ; Hördahl, Peter , 2020
Link: https://www.nber.org/pap..
 
?
8

Multihorizon Currency Returns and Purchasing Power Parity 

NBER working paper series, no. w24563
Chernov, Mikhail ; Creal, Drew D , 2018
Link: https://www.nber.org/pap..
 
?
9

International Yield Curves and Currency Puzzles 

NBER working paper series, no. w25206
Chernov, Mikhail ; Creal, Drew D , 2018
Link: https://www.nber.org/pap..
 
?
10

MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS:

Creal, Drew D. ; Wu, Jing Cynthia
International Economic Review.  58 (2017)  4 - p. 1317-1354 , 2017
Link: https://www.jstor.org/st..
 
?
11

MONETARY POLICY UNCERTAINTY AND ECONOMIC FLUCTUATIONS:

Creal, Drew D. ; Wu, Jing Cynthia
International Economic Review.  58 (2017)  4 - p. 1317-1354 , 2017
Link: https://doi.org/10.1111/..
 
?
12

A Class of Non-Gaussian State Space Models With Exact Likel..:

Creal, Drew D.
Journal of Business & Economic Statistics.  35 (2017)  4 - p. 585-597 , 2017
Link: https://doi.org/10.1080/..
 
?
13

A Class of Non-Gaussian State Space Models With Exact Likel..:

Creal, Drew D.
Journal of Business & Economic Statistics.  35 (2017)  4 - p. 585-597 , 2017
Link: https://www.jstor.org/st..
 
?
14

Bond Risk Premia in Consumption-based Models 

NBER working paper series, no. w22183
Creal, Drew D ; Wu, Jing Cynthia , 2016
Link: https://www.nber.org/pap..
 
?
15

Testing for Parameter Instability across Different Modeling..:

Calvori, Francesco ; Creal, Drew ; Koopman, Siem Jan.
Journal of Financial Econometrics.  , 2016
Link: https://doi.org/10.1093/..
 
1-15