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~isPartOf:"Applied financial economics letters"
~isPartOf:"Journal of international money and finance"
~isPartOf:"The journal of fixed income : JFI"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"MacDonald, Ronald"
~subject:"Bond"
~subject:"Estimation"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Theory"
~subject:"Time series analysis"
~subject:"Welt"
~subject:"Ölpreis"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Conference paper"
~type_genre:"Multi-volume publication"
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Bond
Estimation
Haftung
Inflation
Monetary policy
Prognoseverfahren
Theory
Time series analysis
Welt
Ölpreis
Theorie
13
Exchange rate
8
Forecasting model
8
Wechselkurs
8
Portfolio selection
7
Portfolio-Management
7
Schätzung
7
US dollar
5
US-Dollar
5
World
5
Anleihe
4
EU countries
4
EU-Staaten
4
Risikoprämie
4
Risk premium
4
USA
4
United States
4
Yen
4
Devisenmarkt
3
Foreign exchange market
3
Hypothek
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Kaufkraftparität
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Mortgage
3
Pfund Sterling
3
Pound Sterling
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3
Risikomanagement
3
Risk management
3
Yield curve
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Zinsstruktur
3
Carry trade
2
Currency speculation
2
Erwartungsbildung
2
Euro
2
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2
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23
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Article in journal
Aufsatz im Buch
Conference paper
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23
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Bosnian
English
Author
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Fabozzi, Frank J.
MacDonald, Ronald
Aizenman, Joshua
31
Chinn, Menzie David
20
Cheung, Yin-Wong
18
Taylor, Mark P.
14
Koedijk, Kees
13
Phylaktis, Kate
13
Spiegel, Mark
12
Lothian, James R.
11
Furceri, Davide
10
Turnovsky, Stephen J.
10
Beckmann, Joscha
9
Caporale, Guglielmo Maria
9
Devereux, Michael B.
9
Fatum, Rasmus
9
Baillie, Richard
8
Dekle, Robert
8
Hutchison, Michael M.
8
Papell, David H.
8
Wu, Jyh-lin
8
Aysun, Uluc
7
Bordo, Michael D.
7
Dwyer, Gerald P. <jun.>
7
Fratzscher, Marcel
7
Fuertes, Ana María
7
McCauley, Robert N.
7
Stracca, Livio
7
Bergin, Paul R.
6
Bussière, Matthieu
6
Choi, Sangyup
6
Glick, Reuven
6
Haan, Jakob de
6
Hayo, Bernd
6
Herwartz, Helmut
6
Itō, Hiro
6
Kouretas, Georgios P.
6
Loungani, Prakash
6
Minford, Patrick
6
Neely, Christopher J.
6
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Applied financial economics letters
Journal of international money and finance
The journal of fixed income : JFI
The handbook of fixed income securities
16
Valuation, financial modeling, and quantitative tools
15
The journal of fixed income
12
Investment management and financial management
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
9
Economics letters
8
The journal of portfolio management : JPM
8
Financial markets and instruments
7
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
7
Journal of banking & finance
6
Applied financial economics
5
Open economies review
5
Staff papers / International Monetary Fund
5
The Manchester School of Economic and Social Studies
5
Computational economics
4
Equilibrium exchange rates
4
European journal of operational research : EJOR
4
Review of quantitative finance and accounting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Annals of operations research
3
Bulletin of economic research
3
Energy economics
3
International review of financial analysis
3
Oxford bulletin of economics and statistics
3
The economic journal : the journal of the Royal Economic Society
3
The handbook of mortgage-backed securities
3
The journal of asset management
3
Australian economic papers
2
Economic modelling
2
Economica
2
European economic review : EER
2
Finance research letters
2
Global finance journal
2
IMF staff papers
2
Journal of empirical finance
2
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ECONIS (ZBW)
23
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1
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10
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23
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1
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.
;
Huang, Dashan
;
Jiang, Fuwei
;
Wang, Jiexun
- In:
Journal of international money and finance
140
(
2024
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
Saved in:
2
Contributions of The Journal of Fixed Income to Fixed-Income Analytics
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
32
(
2022
)
2
,
pp. 7-27
Persistent link: https://www.econbiz.de/10014231356
Saved in:
3
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
4
Carry strategies and the US dollar risk of US and global bonds
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
3
,
pp. 26-46
Persistent link: https://www.econbiz.de/10012423026
Saved in:
5
From ad hoc bond-risk measures to variance-covariance forecasts
Jong, Marielle de
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
30
(
2021
)
4
,
pp. 6-16
Persistent link: https://www.econbiz.de/10012517176
Saved in:
6
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
7
Towards a dead end? : EMU bond market exposure and manager performance
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013206817
Saved in:
8
The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo
;
Huang, Huichou
;
Liu, Ruirui
;
MacDonald, Ronald
- In:
Journal of international money and finance
95
(
2019
),
pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
Saved in:
9
The real exchange rate in the long run : Balassa-Samuelson effects reconsidered
Bordo, Michael D.
;
Choudhri, Ehsan U.
;
Fazio, Giorgio
; …
- In:
Journal of international money and finance
75
(
2017
),
pp. 69-92
Persistent link: https://www.econbiz.de/10011788025
Saved in:
10
Carry funding and safe haven currencies : a threshold regression approach
Hossfeld, Oliver
;
MacDonald, Ronald
- In:
Journal of international money and finance
59
(
2015
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011478323
Saved in:
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