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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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A solution to the default risk-business cycle disconnect
Mendoza, Enrique G.; Yue, Vivian Z. - 2008
Persistent link: https://www.econbiz.de/10003997775
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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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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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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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Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan - In: Journal of economics and finance 43 (2019) 4, pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
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Idiosyncratic variation of the US Dollar
Kunkler, Michael; MacDonald, Ronald - In: Economics letters 144 (2016), pp. 7-9
Persistent link: https://www.econbiz.de/10011617150
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Investigating the PPP hypothesis using constructed US dollar equilibrium exchange rate misalignments over the post-Bretton Woods period
Grossmann, Axel; Simpson, Marc W.; Ozuna, Teofilo - In: Journal of economics and finance 38 (2014) 2, pp. 235-268
Persistent link: https://www.econbiz.de/10010490982
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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