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Exchange rates and interest parity
Engel, Charles - 2013
Persistent link: https://www.econbiz.de/10010126681
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Forecasting exchange rates using multivariate threshold models
Huber, Florian - In: The B.E. journal of macroeconomics 16 (2016) 1, pp. 193-210
Persistent link: https://www.econbiz.de/10011508943
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Real exchange rates and sectoral productivity in the Eurozone
Berka, Martin; Devereux, Michael B.; Engel, Charles - 2014
Persistent link: https://www.econbiz.de/10010419446
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Excess volatility : beyond discount rates
Giglio, Stefano; Kelly, Bryan T. - 2016
Persistent link: https://www.econbiz.de/10011451780
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Hedging macroeconomic and financial uncertainty and volatility
Dew-Becker, Ian; Giglio, Stefano; Kelly, Bryan T. - In: Journal of financial economics 142 (2021) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10012650655
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Firm volatility in granular networks
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of political economy 128 (2020) 11, pp. 4097-4162
Persistent link: https://www.econbiz.de/10012599940
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Understanding momentum and reversal
Kelly, Bryan T.; Moskowitz, Tobias J.; Pruitt, Seth - In: Journal of financial economics 140 (2021) 3, pp. 726-743
Persistent link: https://www.econbiz.de/10013259592
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Factor model forecasts of exchange rates
Engel, Charles; Mark, Nelson C.; West, Kenneth D. - 2012
Persistent link: https://www.econbiz.de/10009631321
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Real exchange rate convergence : the roles of price stickiness and monetary policy
Engel, Charles - In: Journal of monetary economics 103 (2019), pp. 21-32
Persistent link: https://www.econbiz.de/10012265052
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The common factor in idiosyncratic volatility : quantitative asset pricing implications
Herskovic, Bernard; Kelly, Bryan T.; Lustig, Hanno; … - In: Journal of financial economics 119 (2016) 2, pp. 249-283
Persistent link: https://www.econbiz.de/10011589843