Global private information in international equity markets R Albuquerque, GH Bauer, M Schneider Journal of Financial Economics 94 (1), 18-46, 2009 | 227 | 2009 |
Forecasting multivariate realized stock market volatility GH Bauer, K Vorkink Journal of Econometrics 160 (1), 93-101, 2011 | 201 | 2011 |
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 | 118 | 2007 |
Monetary policy, private debt and financial stability risks GH Bauer, E Granziera 50th issue (September 2017) of the International Journal of Central Banking, 2018 | 68 | 2018 |
An international dynamic term structure model with economic restrictions and unspanned risks G Bauer, A Diez de los Rios Bank of Canada, 2012 | 48 | 2012 |
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 | 39 | 2014 |
International house price cycles, monetary policy and credit GH Bauer Journal of International Money and Finance 74, 88-114, 2017 | 36 | 2017 |
Multivariate realized stock market volatility GH Bauer, K Vorking Bank of Canada Working Paper, 2007 | 27 | 2007 |
International house price cycles, monetary policy and risk premiums G Bauer Bank of Canada, 2014 | 26 | 2014 |
Characterizing asymmetric information in international equity markets RA Albuquerque, GH Bauer, M Schneider Simon School of Business Working Paper No. FR, 02-07, 2003 | 23 | 2003 |
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 | 22 | 2018 |
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 | 21 | 2008 |
The foreign exchange risk premium over the long run G Bauer Unpublished manuscript, University of Rochester, 2001 | 18 | 2001 |
A Taxonomy of Market Efficiency G Bauer Bank of Canada Financial System Review 37, 40, 2004 | 15 | 2004 |
Typologie de l’efficience des marchés G Bauer Revue du système financier, 39-42, 2004 | 14 | 2004 |
Global risk premiums and the transmission of monetary policy G Bauer, AD de los Rios Bank of Canada Review 2012 (Summer), 12-20, 2012 | 10 | 2012 |
mGlobal Private Information in International Equity Markets, nworking paper R Albuquerque, GH Bauer, M Schneider New York University, 2006 | 5 | 2006 |
Multivariate realized volatility GH Bauer, K Vorkink Working Paper, Bank of Canada, 2006 | 5 | 2006 |
Recycling of PUR flexible foams C Bauer, M Kugler, RS Chakrabarti Kunststoffe Plast Europe(Germany) 89 (2), 85-88, 1999 | 5 | 1999 |
Conditional Currency Hedging and Asset Market Shocks GH Bauer University of Rochester, mimeo, 2001 | 4 | 2001 |