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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~person:"Bianchi, Francesco"
~person:"Bohl, Martin T."
~person:"Polk, Christopher"
~person:"Sarno, Lucio"
~person:"Schwert, George William"
~person:"Siklos, Pierre L."
~subject:"Börsenkurs"
~subject:"Deutschland"
~subject:"Financial analysis"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
~type_genre:"Non-commercial literature"
~type_genre:"Statistics"
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Bianchi, Francesco
Bohl, Martin T.
Polk, Christopher
Sarno, Lucio
Schwert, George William
Siklos, Pierre L.
Massa, Massimo
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1
The booms and busts of beta arbitrage
Huang, Shiyang
;
Lou, Dong
;
Polk, Christopher
-
2016
Persistent link: https://www.econbiz.de/10011550863
Saved in:
2
Monetary policy and asset valuation : evidence from a Markov-switching cay
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2017
Persistent link: https://www.econbiz.de/10011739466
Saved in:
3
Monetary policy and asset valuation
Bianchi, Francesco
;
Lettau, Martin
;
Ludvigson, Sydney C.
-
2018
Persistent link: https://www.econbiz.de/10011862029
Saved in:
4
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
Saved in:
5
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
6
Uncertainty shocks, asset supply and pricing over the business cycle
Bianchi, Francesco
;
Ilut, Cosmin
;
Schneider, Martin
-
2017
Persistent link: https://www.econbiz.de/10011670028
Saved in:
7
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
Saved in:
8
Non-linear dynamics in deviations from the law of one price : a broad-based empirical study
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423980
Saved in:
9
Monetary policy rules, asset prices and exchange rates
Chadha, Jagjit
-
2003
Persistent link: https://www.econbiz.de/10013424350
Saved in:
10
Exchange rates and fundamentals : evidence on the economic value of predictability
Abhyankar, Abhay
-
2004
Persistent link: https://www.econbiz.de/10013424419
Saved in:
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