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Have financial markets become more informative?
Bai, Jennie; Philippon, Thomas; Savov, Alexi - 2012
The finance industry has grown. Financial markets have become more liquid. Information technology has improved. But have prices become more informative? Using stock and bond prices to forecast earnings, we find that the information content of market prices has not increased since 1960. The...
Persistent link: https://www.econbiz.de/10009657611
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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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Financial fragility and Mexico's 1994 peso crisis : an event-window analysis of market-valuation effects
Wilson, Berry K.; Saunders, Anthony; Caprio, Gerard - In: Journal of money, credit and banking : JMCB 32 (2000) 3,2, pp. 450-468
Persistent link: https://www.econbiz.de/10001509482
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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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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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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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How much bang for the buck? : Mexico and dollarization
Levine, Ross; Carkovic, Maria Vicenta - In: Journal of money, credit and banking : JMCB 33 (2001) 2,2, pp. 339-363
Persistent link: https://www.econbiz.de/10001580602
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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 Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan; Hwang, Eunju - In: Economics letters 129 (2015), pp. 95-99
Persistent link: https://www.econbiz.de/10011422016