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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:"MacDonald, Ronald"
~person:"Turnovsky, Stephen J."
~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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20
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Fabozzi, Frank J.
MacDonald, Ronald
Turnovsky, Stephen J.
Aizenman, Joshua
31
Chinn, Menzie David
20
Cheung, Yin-Wong
18
Taylor, Mark P.
16
Koedijk, Kees
13
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7
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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
Journal of economic dynamics & control
13
Investment management and financial management
10
Macroeconomic dynamics
10
Open economies review
10
The journal of portfolio management : JPM
10
The journal of portfolio management : a publication of Institutional Investor
10
Applied economics
9
Journal of money, credit and banking : JMCB
9
The journal of fixed income
9
Economica
8
Economics letters
8
Journal of development economics
8
Review of international economics
8
The economic journal : the journal of the Royal Economic Society
8
International journal of theoretical and applied finance
7
Journal of banking & finance
7
Journal of international financial markets, institutions & money
7
Applied financial economics
6
European economic review : EER
6
Financial markets and instruments
6
Staff papers / International Monetary Fund
6
Journal of international economics
5
Journal of macroeconomics
5
Journal of public economics
5
The Manchester School of Economic and Social Studies
5
Computational economics
4
Equilibrium exchange rates
4
European journal of operational research : EJOR
4
International economic review
4
Journal of monetary economics
4
Journal of public economic theory
4
Oxford economic papers
4
Review of quantitative finance and accounting
4
The journal of asset management : a major new, international quarterly journal for the financial community
4
The journal of fixed income : JFI
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Annals of operations research
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ECONIS (ZBW)
30
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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
Demographic structures, savings, and international capital flows
Turnovsky, Stephen J.
- In:
Journal of international money and finance
98
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012140080
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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