Narrow search
Showing 1 - 10 of 510
Cover Image
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
Cover Image
Hedging structured credit products during the credit crisis : a horse race of 10 models
Ascheberg, Marius; Bick, Björn; Kraft, Holger - In: Journal of banking & finance 37 (2013) 5, pp. 1687-1705
Persistent link: https://www.econbiz.de/10009729477
Cover Image
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian; Chabot, Ben; Ghysels, Eric; Kurz, … - In: Journal of banking & finance 113 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Cover Image
Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08
Baba, Naohiko; Packer, Frank - In: Journal of banking & finance 33 (2009) 11, pp. 1953-1962
Persistent link: https://www.econbiz.de/10003892128
Cover Image
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel - In: Journal of banking & finance 126 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Cover Image
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
Cover Image
A test of efficiency for the S&P 500 index option market using the generalized spectrum method
Huang, Henry H.; Wang, Kent; Wang, Zhanglong - In: Journal of banking & finance 64 (2016), pp. 52-70
Persistent link: https://www.econbiz.de/10011634259
Cover Image
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
Cover Image
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
Cover Image
The term structure of sovereign default risk in EMU member countries and its determinants
Eichler, Stefanie; Maltritz, Dominik - In: Journal of banking & finance 37 (2013) 6, pp. 1810-1816
Persistent link: https://www.econbiz.de/10009741917