Narrow search
Showing 1 - 10 of 1,372
Cover Image
Forecasting the yield curve using priors from no-arbitrage affine term structure models
Carriero, Andrea - In: International economic review 52 (2011) 2, pp. 425-459
Persistent link: https://www.econbiz.de/10009241230
Cover Image
Effects of index-fund investing on commodity futures prices
Hamilton, James D.; Wu, Jing Cynthia - In: International economic review 55 (2015) 1, pp. 187-205
Persistent link: https://www.econbiz.de/10011348556
Cover Image
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben - In: International economic review 39 (1998) 4, pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Cover Image
Evaluating density forecasts with applications to financial risk management
Diebold, Francis X. - In: International economic review 39 (1998) 4, pp. 863-883
Persistent link: https://www.econbiz.de/10001338810
Cover Image
Exit options and dividend policy under liquidity constraints
Murto, Pauli; Terviö, Marko - In: International economic review 55 (2014) 1, pp. 197-221
Persistent link: https://www.econbiz.de/10010423498
Cover Image
Asymmetric information concerning the variance of cash flows : the capital structure choice
Brick, Ivan Elliot - In: International economic review 39 (1998) 3, pp. 745-761
Persistent link: https://www.econbiz.de/10001247663
Cover Image
Exchange rate manipulation and constructive ambiguity
Fernholz, Ricardo T. - In: International economic review 56 (2015) 4, pp. 1323-1348
Persistent link: https://www.econbiz.de/10011485286
Cover Image
Consequences of debt policy in a stochastically growing monetary economy
Grinols, Earl L. - In: International economic review 39 (1998) 2, pp. 495-521
Persistent link: https://www.econbiz.de/10001243129
Cover Image
The risk premium and the liquidity premium in foreign exchange markets
Engel, Charles - In: International economic review 33 (1992) 4, pp. 871-879
Persistent link: https://www.econbiz.de/10001133644
Cover Image
A rational expectations model of time varying risk premia in commodities futures markets : theory and evidence
Beck, Stacie - In: International economic review 34 (1993) 1, pp. 149-168
Persistent link: https://www.econbiz.de/10001140244