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Ursachen spekulativer Attacken : eine empirische Analyse

Weber, Axel A. - In: Spekulation, Preisbildung und Volatilität auf Finanz- …, (pp. 55-93). 1998

Persistent link: https://www.econbiz.de/10001322899

Essays in open economy macroeconomics

Frois, Christian David - 2000

Persistent link: https://www.econbiz.de/10001613620

Valuation impact of currency crisis : evidence from the ADR market

Bin, Feng-shun; Blenman, Lloyd P.; Chen, Dar-hsin - In: International review of financial analysis 13 (2004) 4, pp. 411-432

Persistent link: https://www.econbiz.de/10002224858

Currency crises and export behavior of foreign affiliates

Soliman, Mohamed - In: International business and economics research journal 4 (2005) 11, pp. 1-10

Persistent link: https://www.econbiz.de/10003290663

Essays of monetary policy, growth, and twin crises

Gürkaynak, Refet S. - 2004

Persistent link: https://www.econbiz.de/10003551063

Small sample adjustments for the J-test

Godfrey, L. G.; Godfrey, L.G.; Pesaran, M.H. - 1983

Persistent link: https://www.econbiz.de/10000012596

Testing mean-variance efficiency in CAPM with possibly non-gaussian errors : an exact simulation-based approach

Beaulieu, Marie-Claude; Dufour, Jean-Marie; Khalaf, Lynda - 2003

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the framework of...

Persistent link: https://www.econbiz.de/10011431982

The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality

Bailey, David H.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 94-107

Persistent link: https://www.econbiz.de/10011433463

Structural break tests robust to regression misspecification

Morshed, Alaa Abi; Andreou, Elena; Boldea, Otilia - 2016

Persistent link: https://www.econbiz.de/10011477071

Rationalizing rational expectations? : tests and deviations

D'Haultfœuille, Xavier; Gaillac, Christophe; Maurel, Arnaud - 2018

Persistent link: https://www.econbiz.de/10011979097