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Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh; Jacobs, Kris; Liu, Rui - In: Journal of empirical finance 48 (2018), pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren; Hambuckers, Julien - In: Journal of empirical finance 65 (2022), pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
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Predicting international stock returns with conditional price-to-fundamental ratios
Lawrenz, Jochen; Zorn, Josef - In: Journal of empirical finance 43 (2017), pp. 159-184
Persistent link: https://www.econbiz.de/10011817953
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Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom - In: Journal of empirical finance 70 (2023), pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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Policy risk and insider trading
Akbulut, Mehmet E.; Ucar, Erdem - In: Journal of empirical finance 72 (2023), pp. 341-353
Persistent link: https://www.econbiz.de/10014476864
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Stock returns and real growth : A Bayesian nonparametric approach
Yang, Qiao - In: Journal of empirical finance 53 (2019), pp. 53-69
Persistent link: https://www.econbiz.de/10012171682
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Explaining the default risk anomaly by the two-beta model
Yeh, Chung-Ying; Hsu, Junming; Wang, Kai-Li; Lin, Che-Hui - In: Journal of empirical finance 30 (2015), pp. 16-33
Persistent link: https://www.econbiz.de/10011489209
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Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd - In: Journal of empirical finance 31 (2015), pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
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Volatility transmission in global financial markets
Clements, Adam; Hurn, Stan; Volkov, V. V. - In: Journal of empirical finance 32 (2015), pp. 3-18
Persistent link: https://www.econbiz.de/10011556742