Details about Christopher Jones
Access statistics for papers by Christopher Jones.
Last updated 2007-03-10. Update your information in the RePEc Author Service.
Short-id: pjo36
Working Papers
2004
- Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility
NBER Working Papers, National Bureau of Economic Research, Inc
View citations (12)
2002
- Mutual Fund Performance with Learning Across Funds
NBER Working Papers, National Bureau of Economic Research, Inc
View citations (35)
1994
- The predictive failure of the Baba, Hendry and Starr model of the demand for M1 in the United States
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
Also in Research Working Paper, Federal Reserve Bank of Kansas City (1994) View citations (8)
Undated
- Free Cash Flow, Optimal Contracting, and Takeovers
Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research
Also in Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research