William D. Lastrapes
William D. Lastrapes
Department of Economics, University of Georgia
Verified email at uga.edu - Homepage
Cited by
Cited by
Heteroskedasticity in stock return data: volume versus GARCH effects
CG Lamoureux, WD Lastrapes
The Journal of Finance 45 (1), 221-229, 1990
Persistence in variance, structural change, and the GARCH model
CG Lamoureux, WD Lastrapes
Journal of Business & Economic Statistics 8 (2), 225-234, 1990
Forecasting stock-return variance: Toward an understanding of stochastic implied volatilities
CG Lamoureux, WD Lastrapes
The Review of Financial Studies 6 (2), 293-326, 1993
Real exchange rate volatility and US bilateral trade: a VAR approach
F Koray, WD Lastrapes
The Review of Economics and Statistics, 708-712, 1989
The impact of exchange rate volatility on international trade: reduced form estimates using the GARCH-in-mean model
KF Kroner, WD Lastrapes
Journal of International Money and Finance 12 (3), 298-318, 1993
Sources of fluctuations in real and nominal exchange rates
WD Lastrapes
The review of economics and statistics, 530-539, 1992
Endogenous trading volume and momentum in stock-return volatility
CG Lamoureux, WD Lastrapes
Journal of Business & Economic Statistics 12 (2), 253-260, 1994
Exchange rate volatility and US monetary policy: an ARCH application
WD Lastrapes
journal of Money, Credit and Banking 21 (1), 66-77, 1989
International evidence on equity prices, interest rates and money
WD Lastrapes
Journal of international money and finance 17 (3), 377-406, 1998
The real price of housing and money supply shocks: time series evidence and theoretical simulations
WD Lastrapes
Journal of Housing Economics 11 (1), 40-74, 2002
Has the Fed been a failure?
G Selgin, WD Lastrapes, LH White
Journal of Macroeconomics 34 (3), 569-596, 2012
Exchange rate volatility and US multilateral trade flows
WD Lastrapes, F Koray
Journal of Macroeconomics 12 (3), 341-362, 1990
Inflation and the distribution of relative prices: the role of productivity and money supply shocks
WD Lastrapes
Journal of Money, Credit and Banking, 2159-2198, 2006
International transmission of aggregate shocks under fixed and flexible exchange rate regimes: United Kingdom, France, and Germany, 1959 to 1985
WD Lastrapes, F Koray
Journal of international money and finance 9 (4), 402-423, 1990
The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions
WD Lastrapes, G Selgin
Journal of Macroeconomics 17 (3), 387-404, 1995
The dynamic responses of crop and livestock prices to money-supply shocks: A Bayesian analysis using long-run identifying restrictions
JH Dorfman, WD Lastrapes
American Journal of Agricultural Economics 78 (3), 530-541, 1996
A prescription for unemployment? Recessions and the demand for mental health drugs
WD Bradford, WD Lastrapes
Health economics 23 (11), 1301-1325, 2014
Estimating and identifying vector autoregressions under diagonality and block exogeneity restrictions
WD Lastrapes
Economics letters 87 (1), 75-81, 2005
Abnormal returns in the acquisition market: the case of bank holding companies, 1990–1993
WS Frame, WD Lastrapes
Journal of Financial Services Research 14 (2), 145-163, 1998
Home equity lending and retail spending: Evidence from a natural experiment in Texas
CS Abdallah, WD Lastrapes
American Economic Journal: Macroeconomics 4 (4), 94-125, 2012
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