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~person:"Baillie, Richard"
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Baillie, Richard
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49
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41
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41
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39
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ECONIS (ZBW)
13
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1
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
-
2022
-
This draft: November 3, 2022
Persistent link: https://www.econbiz.de/10013502181
Saved in:
2
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
3
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
4
Time variation in the standard forward premium regression : some new models and tests
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
29
(
2014
),
pp. 52-63
Persistent link: https://www.econbiz.de/10011300505
Saved in:
5
Carry trades, momentum trading and the forward premium anomaly
Baillie, Richard
;
Chang, Sanders S.
- In:
Journal of financial markets
14
(
2011
)
3
,
pp. 441-464
Persistent link: https://www.econbiz.de/10009261760
Saved in:
6
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
7
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
(
contributor
);
Kiliç, Rehim
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003001886
Saved in:
8
Deviations from daily uncovered interest rate parity and the role of intervention
Baillie, Richard
;
Osterberg, William P.
- In:
Journal of international financial markets, …
10
(
2000
)
3/4
,
pp. 363-379
Persistent link: https://www.econbiz.de/10001532763
Saved in:
9
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
10
Central bank intervention and risk in the forward market
Baillie, Richard
- In:
Journal of international economics
43
(
1997
)
3
,
pp. 483-497
Persistent link: https://www.econbiz.de/10001233548
Saved in:
1
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