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In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 313-338
Persistent link: https://www.econbiz.de/10011691438
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Rejoinder: In-sample inference and forecasting in misspecified factor models
Carrasco, Marine; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 353-356
Persistent link: https://www.econbiz.de/10011691450
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Uncertainty and deviations from uncovered interest rate parity
Ismailov, Adilzhan; Rossi, Barbara - In: Journal of international money and finance 88 (2018), pp. 242-259
Persistent link: https://www.econbiz.de/10012000943