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Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio; Valente, Giorgio - 2008
Persistent link: https://www.econbiz.de/10003639612
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The expectation hypothesis of the term structure of very short-term rates : statistical tests and economic value
Della Corte, Pasquale; Sarno, Lucio; Thornton, Daniel L. - 2007
Persistent link: https://www.econbiz.de/10003549589
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An intertemporal CAPM with stochastic volatility
Campbell, John Y.; Giglio, Stefano; Polk, Christopher; … - 2015
Persistent link: https://www.econbiz.de/10011300980
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The booms and busts of beta arbitrage
Huang, Shiyang; Lou, Dong; Polk, Christopher - 2016
Persistent link: https://www.econbiz.de/10011550863
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The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale; Sarno, Lucio; Sestieri, Giulia - 2010
Persistent link: https://www.econbiz.de/10008747149
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Cointegration and threshold adjustment
Enders, Walter (contributor); Siklos, Pierre L. (contributor) - 1998 - Rev. Mar 7/05
Persistent link: https://www.econbiz.de/10003734433
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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models
Enders, Walter (contributor); Falk, Barry (contributor);  … - 2006 - Rev. Mar 6/07
Persistent link: https://www.econbiz.de/10003735606
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The Fed's reaction to the great depression : fact of artefact
Siklos, Pierre L. (contributor) - 2006 - Rev. Mar 6/07
Persistent link: https://www.econbiz.de/10003735623
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Non-linear mean reversion in real exchange rates : towards a solution to the purchasing power parity puzzles
Taylor, Mark P. - 2001
Persistent link: https://www.econbiz.de/10013423283
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The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio - 2002
Persistent link: https://www.econbiz.de/10013423817