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Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C. - In: Economics letters 57 (1997) 2, pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
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Autoregressive conditional heteroscedasticity : a comparison of ARCH and random coefficient models
Wolff, Christiaan Cornelis Petrus - In: Economics letters 2 (1988), pp. 141-143
Persistent link: https://www.econbiz.de/10001051284
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Exchange rate models and innovations : a derivation
Wolff, Christiaan Cornelis Petrus - In: Economics letters 20 (1986) 4, pp. 373-376
Persistent link: https://www.econbiz.de/10001014792
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Scandinavian forward discount bias risk premia
Verschoor, Willem F. C.; Wolff, Christiaan Cornelis Petrus - In: Economics letters 73 (2001) 1, pp. 65-72
Persistent link: https://www.econbiz.de/10001613324
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Exchange rate returns, "news", and risk premia
Koedijk, Kees; Wolff, Christiaan Cornelis Petrus - In: Economics letters 50 (1996) 1, pp. 127-134
Persistent link: https://www.econbiz.de/10001194154
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Range vs. maximum in the OLS-based version of the CUSUM test
Krämer, Walter - In: Economics letters 40 (1992) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10001151316
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EMS exchange rate expectations and time-varying risk premia
Nieuwland, Frederick G. - In: Economics letters 60 (1998) 3, pp. 351-355
Persistent link: https://www.econbiz.de/10001251658