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Predictions of short-term rates and the expectations hypothesis of the term structure of interest rates
Thornton, Daniel L. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115886
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael (contributor);  … - 2003 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001964834
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How well do monetary fundamentals forecast exchange rates?
Neely, Christopher J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001971215
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Time-varying risk premia and the cross section of stock returns
Guo, Hui (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001973914
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Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
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Common stochastic trends, common cycles, and asymmetry in economic fluctuations
Kim, Chang-jin (contributor); Piger, Jeremy Max (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001965274
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U.S. regional business cycles and the natural rate of unemployment
Wall, Howard J. (contributor); Gylfi Zoega (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001986445
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Did the great inflation occur despite policymaker commitment to a taylor rule?
Bullard, James Brian (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001979875
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Forecasts of US short-term interest rates : a flexible forecast combination approach
Guidolin, Massimo (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003344544
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Market timing with aggregate and idiosyncratic stock volatilities
Guo, Hui (contributor); Higbee, Jason (contributor) - 2005 - rev.
Persistent link: https://www.econbiz.de/10003344908