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Currency Risk Premia in Global Stock Markets.
Roache, Shaun K - 2006
Intro -- Contents -- I. INTRODUCTION -- II. PREVIOUS LITERATURE -- III. MODEL SPECIFICATION -- IV. ESTIMATION -- V …
Persistent link: https://www.econbiz.de/10012691179
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Forecasting accuracy of crude oil futures prices
Kumar, Manmohan S. - 1991
Persistent link: https://www.econbiz.de/10013425033
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Macroeconomic fluctuations and equilibrium discount factors
Kramer, Charles - 1996
Persistent link: https://www.econbiz.de/10000951708
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Price volatility and financial instability
Worrell, DeLisle; Leon, Hyginus - 2001
Persistent link: https://www.econbiz.de/10001596903
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World crude oil markets : monetary policy and the recent oil shock
Krichene, Noureddine - 2006
Persistent link: https://www.econbiz.de/10003321829
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Deviations of exchange rates from purchasing power parity : a story featuring two monetary unions
Bayoumi, Tamim A.; MacDonald, Ronald - 1998
Persistent link: https://www.econbiz.de/10000991834
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Comovements in national stock market returns : evidence of predictability but not cointegration
Richards, Anthony J. - 1996
Persistent link: https://www.econbiz.de/10013425496
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Volatility and jump risk premia in emerging market bonds
Matovu, John M. - 2007
Persistent link: https://www.econbiz.de/10003538746
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Time-series estimation of structural import demand equations : a cross-country analysis
Senhadji, Abdelhak - 1997
Persistent link: https://www.econbiz.de/10000646775
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Time-series estimation of structural import demand equations : a cross-country analysis
Senhadji-Semlali, Abdel - 1997
Persistent link: https://www.econbiz.de/10000976288