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subject:"Wechselkurs"
~person:"Baillie, Richard"
~subject:"Autocorrelation"
~subject:"Interest rate parity"
~subject:"Risikoprämie"
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Wechselkurs
Autocorrelation
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Risikoprämie
Estimation theory
30
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30
Time series analysis
14
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14
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12
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6
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Baillie, Richard
Phillips, Peter C. B.
29
Lee, Lung-fei
28
Sun, Yixiao
24
Diebold, Francis X.
15
Baltagi, Badi H.
13
Brandt, Michael W.
13
Jin, Fei
11
Kan, Raymond
10
Koopman, Siem Jan
10
Pittis, Nikitas
10
Prucha, Ingmar R.
10
Andrews, Donald W. K.
9
Kelejian, Harry H.
9
Pesaran, M. Hashem
9
Alizadeh, Sassan
8
Lucas, André
8
Okui, Ryo
8
Robotti, Cesare
8
Stock, James H.
8
Teräsvirta, Timo
8
Wang, Hansheng
8
Benigno, Pierpaolo
7
Bollerslev, Tim
7
Cavaliere, Giuseppe
7
Cheung, Yin-Wong
7
Jin, Sainan
7
Liu, Long
7
Robinson, Peter M.
7
Rossi, Francesca
7
Sul, Donggyu
7
Sun, Yiguo
7
Badinger, Harald
6
Benigno, Gianluca
6
Caporale, Guglielmo Maria
6
Gupta, Abhimanyu
6
Hayakawa, Kazuhiko
6
Härdle, Wolfgang
6
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6
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Journal of international money and finance
3
Working papers / Penn Institute for Economic Research
2
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1
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1
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1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
10
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1
On robust inference in time series regression
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
Persistent link: https://www.econbiz.de/10013384711
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
3
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:
4
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
5
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
6
Cointegration, fractional cointegration, and exchange rate dynamics
Baillie, Richard
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 737-745
Persistent link: https://www.econbiz.de/10001169038
Saved in:
7
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:
8
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
Saved in:
9
Intra-day and inter-market volatility in foreign exchange rates
Baillie, Richard
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 565-585
Persistent link: https://www.econbiz.de/10001114302
Saved in:
10
Estimation and testing of the term structure of the forward premium under rational expectations
Baillie, Richard
- In:
Journal of macroeconomics
8
(
1986
)
3
,
pp. 387-391
Persistent link: https://www.econbiz.de/10001085602
Saved in:
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