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~person:"MacDonald, Ronald"
~subject:"Risikoprämie"
~subject:"Schätzung"
~type:"article"
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Risikoprämie
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Interest rate parity
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Zinsparität
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MacDonald, Ronald
Baillie, Richard
7
Chang, Tsangyao
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Olmo, Jose
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Su, Chi-Wei
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Baharumshah, Ahmad Zubaidi
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Applied economics
1
Journal of international financial markets, institutions & money
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Journal of international money and finance
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ECONIS (ZBW)
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Identifying long-run relationships between the exchange rate, interest rates and stock prices
Wong, Douglas Kai Tim
;
MacDonald, Ronald
- In:
Applied economics
56
(
2024
)
22
,
pp. 2671-2687
Persistent link: https://www.econbiz.de/10014525413
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2
Decomposition of the uncovered equity parity correlation
Kunkler, Michael
;
MacDonald, Ronald
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 44-58
Persistent link: https://www.econbiz.de/10012127595
Saved in:
3
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
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