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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2011
Persistent link: https://www.econbiz.de/10009382040
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - 2011
Persistent link: https://www.econbiz.de/10009406434
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Product and labor market imperfections and scale economies : micro-evidence on France, Japan and the Netherlands
Dobbelaere, Sabien; Kiyota, Kōzō; Mairesse, Jacques - 2013
period 1994-2006 in Japan and 7,828 firms over the period 1993-2008 in the Netherlands, we first apply two procedures to …
Persistent link: https://www.econbiz.de/10009719637
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Product and labor market imperfections and scale economies : micro-evidence on France, Japan and the Netherlands
Dobbelaere, Sabien; Kiyota, Kōzō; Mairesse, Jacques - 2012
Persistent link: https://www.econbiz.de/10009566596
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The Predictive Information Content of External Imbalances for Exchange Rate Returns : How Much is it Worth?
Della Corte, Pasquale - 2011
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to...
Persistent link: https://www.econbiz.de/10013131587
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …
Persistent link: https://www.econbiz.de/10013115149
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Stock Return Predictability and Variance Risk Premia : Statistical Inference and International Evidence
Bollerslev, Tim - 2012
existing evidence of the U.S., we show that country specific regressions for France, Germany, Japan, Switzerland and the U …
Persistent link: https://www.econbiz.de/10013109053
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Product and Labor Market Imperfections and Scale Economies : Micro-Evidence on France, Japan and the Netherlands
Dobbelaere, Sabien - 2013
period 1994-2006 in Japan and 7,828 firms over the period 1993-2008 in the Netherlands, we first apply two procedures to …
Persistent link: https://www.econbiz.de/10013084991
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Product and Labor Market Imperfections and Scale Economies : Micro-Evidence on France, Japan and the Netherlands
Dobbelaere, Sabien - 2013
period 1994-2006 in Japan and 7,828 firms over the period 1993-2008 in the Netherlands, we first apply two procedures to …
Persistent link: https://www.econbiz.de/10013085064
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The Predictive Information Content of External Imbalances for Exchange Rate Returns : How Much is it Worth?
Della Corte, Pasquale - 2016
This paper examines the exchange rate predictability stemming from the equilibrium model of international financial adjustment developed by Gourinchas and Rey (2007). Using predictive variables that measure cyclical external imbalances for country pairs, we assess the ability of this model to...
Persistent link: https://www.econbiz.de/10013008788