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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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Avoiding sovereign default contagion : a normative analysis
De Ferra, Sergio; Mallucci, Enrico - 2020
Persistent link: https://www.econbiz.de/10012229068
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Do indicators of financial crises work? : An evaluation of an early warning system
Edison, Hali J. - 2000
Persistent link: https://www.econbiz.de/10001494652
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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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Evidence on purchasing power parity from univariate models : the case of smooth transition trend-stationarity
Sollis, Robert - In: Journal of applied econometrics 20 (2005) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10003027416
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Accounting for forward rates in markets for foreign currency
Backus, David - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1887-1908
Persistent link: https://www.econbiz.de/10001155919
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The fragility of market risk insurance
Koijen, Ralph S. J.; Yogo, Motohiro - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 815-862
Persistent link: https://www.econbiz.de/10013190462
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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
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On the size distortion of tests after an overidentifying restrictions pretest
Guggenberger, Patrik; Kumar, Gitanjali - In: Journal of applied econometrics 27 (2012) 7, pp. 1138-1160
Persistent link: https://www.econbiz.de/10009677970
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Expectations hypotheses tests
Bekaert, Geert; Hodrick, Robert J. - In: The journal of finance : the journal of the American … 56 (2001) 4, pp. 1357-1394
Persistent link: https://www.econbiz.de/10001662221