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subject:"Wechselkurs"
~isPartOf:"Journal of international money and finance"
~person:"Baillie, Richard"
~person:"Pittis, Nikitas"
~subject:"Risikoprämie"
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Wechselkurs
Risikoprämie
Estimation theory
3
Schätztheorie
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Risk premium
2
Theorie
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Theory
2
ARFIMA
1
Currency derivative
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Devisenmarkt
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Dynamic regressions
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Efficient market hypothesis
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Effizienzmarkthypothese
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Estimation
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Exchange rate
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Foreign exchange market
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Forward premium anomaly
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Großbritannien
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Interest rate parity
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International financial market
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Internationaler Finanzmarkt
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Regression analysis
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Regressionsanalyse
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Baillie, Richard
Pittis, Nikitas
Abdymomunov, Azamat
1
Bekaert, Geert
1
Bollerslev, Tim
1
Cheung, Yin-Wong
1
Chinn, Menzie David
1
Diebold, Francis X.
1
Hall, Stephen G.
1
Hodrick, Robert J.
1
Hondroyiannis, George B.
1
Kang, Kyu Ho
1
Kapetanios, George
1
Kenjegaliev, Amangeldi
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Kim, Ki Jeong
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Kim, Kun Ho
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1
Maldonado, Wilfredo Leiva
1
Naka, Atsuyuki
1
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1
Swamy, Paravastu A. V. B.
1
Tavlas, George S.
1
Tourinho, Octávio Augusto Fontes
1
Valli, Marcos
1
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Journal of international money and finance
Discussion paper / Centre for Economic Forecasting
4
Economic modelling
1
Journal of empirical finance
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
The journal of finance : the journal of the American Finance Association
1
The review of economic studies
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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Working papers / Penn Institute for Economic Research
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ECONIS (ZBW)
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A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
3
The search for equilibrium relationships in international finance : the case of the monetary model
Baillie, Richard
- In:
Journal of international money and finance
10
(
1991
)
4
,
pp. 582-593
Persistent link: https://www.econbiz.de/10001114101
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