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subject:"USA"
~isPartOf:"Finance research letters"
~isPartOf:"NBER working paper series"
~subject:"Capital income"
~subject:"Deutschland"
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1
Financial and real sector returns, IMF-related news, and the Asian crisis
Kutan, Ali Mustafa
;
Muradoğlu, Gülnur
- In:
Finance research letters
16
(
2016
),
pp. 28-37
Persistent link: https://www.econbiz.de/10011655066
Saved in:
2
The political risk factor in emerging, frontier, and developed stock markets
Dimic, Nebojsa
;
Orlov, Vitaly
;
Piljak, Vanja
- In:
Finance research letters
15
(
2015
),
pp. 239-245
Persistent link: https://www.econbiz.de/10011553237
Saved in:
3
U.S. Banks, Crises, and Bailouts : From Mexico to LTCM
Stulz, Rene M.
-
2000
This paper investigates the impact on bank stock prices of emerging market currency crises and bailouts. The stock market distinguishes between banks with exposure to a crisis country and other banks. In general, banks with exposures to a crisis country are affected adversely by currency events...
Persistent link: https://www.econbiz.de/10012471245
Saved in:
4
Systemic risk in carry-trade portfolios
Liu, Chih-Liang
;
Yang, Hsin-Feng
- In:
Finance research letters
20
(
2017
),
pp. 40-46
Persistent link: https://www.econbiz.de/10011806754
Saved in:
5
Intraday patterns in foreign exchange returns and realized volatility
Zhang, Hao
- In:
Finance research letters
27
(
2018
),
pp. 99-104
Persistent link: https://www.econbiz.de/10012006752
Saved in:
6
Answering the Critics : Yes, ARCH Models Do Provide Good Volatility Forecasts
Andersen, Torben G.
-
1997
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset pricing theories. In response to this, a voluminous literature has emerged for modeling the...
Persistent link: https://www.econbiz.de/10012472795
Saved in:
7
The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors
Clarida, Richard H.
-
1993
We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...
Persistent link: https://www.econbiz.de/10012474508
Saved in:
8
The Curse of Non-Investment Grade Countries
Rigobon, Roberto
-
2001
identification procedure based on conditional heteroskedasticity (ARCH) that solves the problem of
estimation
in a linear …
Persistent link: https://www.econbiz.de/10012470080
Saved in:
9
The impact of political risk on return, volatility and discontinuity : evidence from the international stock and foreign exchange markets
Vortelinos, Dimitrios I.
;
Saha, Shrabani
- In:
Finance research letters
17
(
2016
),
pp. 222-226
Persistent link: https://www.econbiz.de/10011596530
Saved in:
10
Expectations Hypotheses Tests
Bekaert, Geert
-
2000
. In addition to standard Wald tests, we formulate Lagrange Multiplier and Distance Metric tests which require
estimation
… under the non-linear constraints of the null hypotheses.
Estimation
under the null is achieved by iterating on approximate …
Persistent link: https://www.econbiz.de/10012471161
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