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~isPartOf:"Journal of international money and finance"
~isPartOf:"Oxford bulletin of economics and statistics"
~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
Exchange rate theory
Haftung
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13
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11
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8
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Fabozzi, Frank J.
MacDonald, Ronald
Aizenman, Joshua
31
Cheung, Yin-Wong
21
Chinn, Menzie David
20
Taylor, Mark P.
18
Leybourne, Stephen James
14
Koedijk, Kees
13
Phylaktis, Kate
13
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12
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11
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11
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11
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10
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10
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10
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10
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9
Banerjee, Anindya
9
Beckmann, Joscha
9
Caporale, Guglielmo Maria
9
Devereux, Michael B.
9
Fatum, Rasmus
9
Franses, Philip Hans
9
Fratzscher, Marcel
9
Gupta, Rangan
9
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9
Semmler, Willi
9
Sola, Martin
9
Wu, Jyh-lin
9
Dekle, Robert
8
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8
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8
Psaradakis, Zacharias G.
8
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8
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8
Aysun, Uluc
7
Bordo, Michael D.
7
Byrne, Joseph P.
7
Dwyer, Gerald P. <jun.>
7
Escribano, Álvaro
7
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Journal of international money and finance
Oxford bulletin of economics and statistics
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
Energy economics
3
Finance research letters
3
International review of financial analysis
3
The journal of asset management
3
Applied financial economics letters
2
Australian economic papers
2
Economic modelling
2
Economica
2
European economic review : EER
2
Focus on transition
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Global finance journal
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ECONIS (ZBW)
23
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1
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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 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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Does the euro dominate Central and Eastern European money markets?
Kadow, Alexander
;
Cerrato, Mario
;
MacDonald, Ronald
; …
- In:
Journal of international money and finance
32
(
2013
),
pp. 700-718
Persistent link: https://www.econbiz.de/10009733480
Saved in:
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