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COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS

Byrne, Joseph P.; Nagayasu, Jun - In: Bulletin of Economic Research 64 (2012) Supplement 1, pp. 71-71

Persistent link: https://www.econbiz.de/10010752402

COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS

Byrne, Joseph P.; Nagayasu, Jun - In: Bulletin of Economic Research 64 (2012) 12, pp. 71-71

Persistent link: https://www.econbiz.de/10010642421

Interest Rate Parity: Some New Evidence.

MacDonald, Ronald; Taylor, Mark P - In: Bulletin of Economic Research 41 (1989) 4, pp. 255-74

Persistent link: https://www.econbiz.de/10005251357

Metals Prices, Efficiency and Cointegration: Some Evidence from the London Metal Exchange.

MacDonald, Ronald; Taylor, Mark P - In: Bulletin of Economic Research 40 (1988) 3, pp. 235-39

Persistent link: https://www.econbiz.de/10005251360

Tests of Efficiency and the Impact of 'News' in Three Foreign Exchange Markets: The Experience of the 1920's.

MacDonald, Ronald - In: Bulletin of Economic Research 35 (1983) 2, pp. 123-44

Persistent link: https://www.econbiz.de/10005251458

The Term Structure of Interest Rates in the UK.

MacDonald, Ronald; Speight, Alan E H - In: Bulletin of Economic Research 40 (1988) 4, pp. 287-99

This paper presents new tests of the efficient markets view of the interest rate term structure utilizing recently developed cointegration methodology in a bivariate autoregressive system consisting of the "spread" between long and short interest rates and the change in the Treasury Bill rate....

Persistent link: https://www.econbiz.de/10005312878