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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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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
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Testing for conditional heteroscedasticity in the components of inflation
Broto, Carmen; Ruiz, Esther - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 13 (2009) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10009513588
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On testing for bubbles during hyperinflations
Morita, Rubens; Psaradakis, Zacharias G.; Sola, Martin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 1, pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
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Testing constant cross-sectional dependence with time-varying marginal distributions in parametric models
Kaldorf, Matthias; Wied, Dominik - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10013334611
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Asset-pricing tests under alternative distributions
Zhou, Guofu - In: The journal of finance : the journal of the American … 48 (1993) 5, pp. 1927-1942
Persistent link: https://www.econbiz.de/10001155917
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The European growth synchronization through crises and structural changes
Uctum, Merih; Uctum, Remzi; Vijverberg, Chu-ping C. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10012437840
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Financial fragmentation and the monetary transmission mechanism in the euro area : a smooth transition VAR approach
Kotz, Hans-Helmut; Semmler, Willi; Tahri, Ibrahim - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 5, pp. 1-19
Persistent link: https://www.econbiz.de/10011966015
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No contagion, only interdependence measuring stock market comovements
Forbes, Kristin; Rigobón, Roberto - In: The journal of finance : the journal of the American … 57 (2002) 5, pp. 2223-2262
Persistent link: https://www.econbiz.de/10001709429