Similar Search Results - EconBiz

Have financial markets become more informative?

Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2013

Persistent link: https://www.econbiz.de/10010229529

Testing CAPM with a large number of assets

Pesaran, M. Hashem; Yamagata, Takashi - 2012

This paper is concerned with testing the time series implications of the capital asset pricing model (CAPM) due to Sharpe (1964) and Lintner (1965), when the number of securities, N, is large relative to the time dimension, T, of the return series. In the case of cross-sectionally correlated...

Persistent link: https://www.econbiz.de/10009535779

Large and state-dependent effects of quasi-random monetary experiments

Jordà, Òscar; Schularick, Moritz; Taylor, Alan M. - 2017

Persistent link: https://www.econbiz.de/10011613312

Financial constraints and growth : multinationals and local firm responses to currency crises

Desai, Mihir A.; Foley, C. Fritz; Forbes, Kristin - 2004

Persistent link: https://www.econbiz.de/10002107206

Central bank dollar swap lines and overseas dollar funding costs

Goldberg, Linda S.; Kennedy, Craig; Miu, Jason - 2010

Persistent link: https://www.econbiz.de/10003940177

Currency and financial crises of the 1990s and 2000s

Razin, Asaf; Rosefielde, Steven - 2011

Persistent link: https://www.econbiz.de/10008856004

US banks, crises, and bailouts : from Mexico to LTCM

Kho, Bong-Chan; Lee, Dong; Stulz, René M. - 2000

Persistent link: https://www.econbiz.de/10001450357

Forward and spot exchange rates in a multi-currency world

Hassan, Tarek A.; Mano, Rui C. - 2014

Persistent link: https://www.econbiz.de/10010391780

Factor model forecasts of exchange rates

Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012

Persistent link: https://www.econbiz.de/10009631321

Testing the correlated random coefficient model

Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - 2009

Persistent link: https://www.econbiz.de/10003904209

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