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~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:"Fatum, Rasmus"
~person:"MacDonald, Ronald"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Exchange rate theory"
~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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Fabozzi, Frank J.
Fatum, Rasmus
MacDonald, Ronald
Aizenman, Joshua
31
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20
Cheung, Yin-Wong
18
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16
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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
Journal of banking & finance
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
9
The journal of fixed income
9
Economics letters
8
Journal of international financial markets, institutions & money
8
The journal of portfolio management : JPM
8
International journal of theoretical and applied finance
7
Financial markets and instruments
6
Applied financial economics
5
Open economies review
5
Staff papers / International Monetary Fund
5
The Manchester School of Economic and Social Studies
5
The economic journal : the journal of the Royal Economic Society
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Computational economics
4
Equilibrium exchange rates
4
European journal of operational research : EJOR
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Journal of money, credit and banking : JMCB
4
Review of quantitative finance and accounting
4
The journal of fixed income : JFI
4
Annals of operations research
3
Bulletin of economic research
3
Energy economics
3
International review of financial analysis
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Oxford bulletin of economics and statistics
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Australian economic papers
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Economica
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European economic review : EER
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ECONIS (ZBW)
29
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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
Do oil endowment and productivity matter for accumulation of international reserves?
Fatum, Rasmus
;
Zhu, Guozhong
;
Hui, Wenjie
- In:
Journal of international money and finance
117
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013284822
Saved in:
3
Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin
;
Bianchi, Michele Leonardo
;
Kim, Young Shin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
3
,
pp. 35-62
Persistent link: https://www.econbiz.de/10012594154
Saved in:
4
Accumulation of foreign currency reserves and risk-taking
Fatum, Rasmus
;
Yetman, James
- In:
Journal of international money and finance
102
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012392308
Saved in:
5
The exchange rate effects of macro news after the global financial crisis
Cheung, Yin-Wong
;
Fatum, Rasmus
;
Yamamoto, Yohei
- In:
Journal of international money and finance
95
(
2019
),
pp. 424-443
Persistent link: https://www.econbiz.de/10012139590
Saved in:
6
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:
7
Is the Renminbi a safe haven?
Fatum, Rasmus
;
Yamamoto, Yohei
;
Zhu, Guozhong
- In:
Journal of international money and finance
79
(
2017
),
pp. 189-202
Persistent link: https://www.econbiz.de/10011788360
Saved in:
8
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:
9
Intra-safe haven currency behavior during the global financial crisis
Fatum, Rasmus
;
Yamamoto, Yohei
- In:
Journal of international money and finance
66
(
2016
),
pp. 49-64
Persistent link: https://www.econbiz.de/10011668447
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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