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New evidence on the puzzles : results from agnostic identification on monetary policy and exchange rates

Scholl, Almuth; Uhlig, Harald - In: Journal of international economics 76 (2008) 1, pp. 1-13

Persistent link: https://www.econbiz.de/10003812696

The predictive power of the term spread revisited : a change in the sign of the predictive relationship

Gómez Biscarri, Javier - In: Applied financial economics 19 (2009) 13/15, pp. 1131-1142

We qualify some of the traditionally accepted results on the predictive power of the term spread over output. We show that in the case of short-term spreads, the direction of the predictive power may be the opposite to that usually found in the empirical literature, which has mostly rested on...

Persistent link: https://www.econbiz.de/10003886008

Significance of risk modelling in the term structure of interest rates

Halkos, George E.; Papadamou, Stephanos T. - In: Applied financial economics 17 (2007) 1/3, pp. 237-247

Persistent link: https://www.econbiz.de/10003427069

Are international equity markets really asymmetric

Kearney, Colm; Lynch, Margaret - In: Applied financial economics 17 (2007) 4/6, pp. 399-411

Persistent link: https://www.econbiz.de/10003446047

Real-time price discovery in global stock, bond and foreign exchange markets

Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - In: Journal of international economics 73 (2007) 2, pp. 251-277

Persistent link: https://www.econbiz.de/10003586320

M&A success of German acquisitions in the US : evidence from capital market and survey data

Bassen, Alexander; Schiereck, Dirk; Wübben, Bernd - In: Applied financial economics 20 (2010) 7/9, pp. 543-559

Persistent link: https://www.econbiz.de/10009009330

On the exploitability of the turn-of-the-month effect : an international perspective

Zwergel, Bernhard - In: Applied financial economics 20 (2010) 10/12, pp. 911-922

Persistent link: https://www.econbiz.de/10009009804

Evaluating value at risk using selection criteria of the model and the information set

Gargallo, Pilar; Miguel, Jesús; Olave Rubio, Pilar; … - In: Applied financial economics 20 (2010) 16/18, pp. 1415-1428

Persistent link: https://www.econbiz.de/10009010927

Explaining ther persistence of deviations from PPP : a non-linear Harrod-Balassa-Samuelson effect?

Sager, Michael - In: Applied financial economics 16 (2006) 1/2, pp. 41-61

Persistent link: https://www.econbiz.de/10003291782

Testing for symmetry and proportionality in a European panel

Coakley, Jerry; Snaith, Stuart - In: Applied financial economics 16 (2006) 1/2, pp. 63-71

Persistent link: https://www.econbiz.de/10003291802