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~isPartOf:"Energy economics"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"MacDonald, Ronald"
~subject:"Estimation"
~subject:"Exchange rate theory"
~subject:"Haftung"
~subject:"Inflation"
~subject:"Monetary policy"
~subject:"Prognoseverfahren"
~subject:"Risikoprämie"
~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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Estimation
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11
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Fabozzi, Frank J.
MacDonald, Ronald
Hammoudeh, Shawkat
39
Aizenman, Joshua
31
Gupta, Rangan
30
Smyth, Russell
25
Tiwari, Aviral Kumar
25
Wang, Yudong
24
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21
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21
Chinn, Menzie David
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16
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16
Wang, Shouyang
16
Fan, Ying
15
Serletis, Apostolos
15
Apergēs, Nikolaos
14
Bouri, Elie
14
Chevallier, Julien
14
Clarke, Leon
14
Nguyen, Duc Khuong
14
Sueyoshi, Toshiyuki
14
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14
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14
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14
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13
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13
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13
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13
Yoon, Seong-min
13
Zhang, Dayong
13
Demirer, Rıza
12
Manera, Matteo
12
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12
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Energy economics
Journal of international money and finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The handbook of fixed income securities
15
Valuation, financial modeling, and quantitative tools
15
Investment management and financial management
10
The journal of portfolio management : JPM
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
9
The journal of fixed income
9
Economics letters
8
International journal of theoretical and applied finance
7
Journal of international financial markets, institutions & money
7
Applied financial economics
6
Financial markets and instruments
6
Journal of banking & finance
6
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
The economic journal : the journal of the Royal Economic Society
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of fixed income : JFI
4
Annals of operations research
3
Bulletin of economic research
3
Finance research letters
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International review of financial analysis
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Oxford bulletin of economics and statistics
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2
Australian economic papers
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Economica
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European economic review : EER
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Focus on transition
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ECONIS (ZBW)
23
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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
The multilateral relationship between oil and G10 currencies
Kunkler, Michael
;
MacDonald, Ronald
- In:
Energy economics
78
(
2019
),
pp. 444-453
Persistent link: https://www.econbiz.de/10012159992
Saved in:
3
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:
4
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:
5
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
6
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:
7
Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald
;
Nagayasu, Jun
- In:
Journal of international money and finance
53
(
2015
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
Saved in:
8
Exchange rate forecasts and expected fundamentals
Dick, Christian D.
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Journal of international money and finance
53
(
2015
),
pp. 235-256
Persistent link: https://www.econbiz.de/10011475961
Saved in:
9
Measuring the dollar-euro permanent equilibrium exchange rate using the unobserved components model
Chen, Xiaoshan
;
MacDonald, Ronald
- In:
Journal of international money and finance
53
(
2015
),
pp. 20-35
Persistent link: https://www.econbiz.de/10011475904
Saved in:
10
Computational aspects of portfolio risk estimation in volatile markets : a survey
Fabozzi, Frank J.
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 103-120
Persistent link: https://www.econbiz.de/10009728412
Saved in:
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