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Asymmetry in forward exchange rate bias : a puzzling result
Wu, Yangru - In: Economics letters 50 (1996) 3, pp. 407-411
Persistent link: https://www.econbiz.de/10001197787
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Testing efficient market hypothesis for the dollar-sterling gold standard exchange rate 1890 - 1906 : MLE with double truncation
Goldman, Elena - In: Economics letters 69 (2000) 3, pp. 253-259
Persistent link: https://www.econbiz.de/10001525548
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The replacement of safe assets : evidence from the U.S. bond portfolio
Bertaut, Carol C.; Tabova, Alexandra; Wong, Vivian - 2014
Persistent link: https://www.econbiz.de/10010475313
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On the effectiveness of foreign exchange reserves during the 2021-22 U.S. monetary tightening cycle
Ahmed, Rashad; Aizenman, Joshua; Saadaoui, Jamel; … - In: Economics letters 233 (2023), pp. 1-5
Persistent link: https://www.econbiz.de/10014506019
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The anatomy of financial vulnerabilities and crises
Lee, Seung Jung; Posenau, Kelly E.; Stebunovs, Viktors - 2017
Persistent link: https://www.econbiz.de/10011629958
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Cointegration test with stationary covariates and the CDS-bond basis during the financial crisis
Wu, Jason J.; Game, Aaron L. - 2011
Persistent link: https://www.econbiz.de/10009405709
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Comparative forecasting performance of symmetric and asymmetric conditional volatility models of an exchange rate
Balaban, Ercan - In: Economics letters 83 (2004) 1, pp. 99-105
Persistent link: https://www.econbiz.de/10001968237
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Nonlinear deterministic forecasting of daily Peseta-Dollar exchange rate
Soofi, Abdollah S.; Reischauer, Robert D. - In: Economics letters 62 (1999) 2, pp. 175-180
Persistent link: https://www.econbiz.de/10001255468
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Sovereign default risk and volatility
Daude, Christian - In: Economics letters 114 (2012) 1, pp. 47-50
Persistent link: https://www.econbiz.de/10009517287
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A residual-based cointegration test for near unit root variables
Hjalmarsson, Erik; Österholm, Pär - 2007
Persistent link: https://www.econbiz.de/10003997612