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On the short-term predictability of exchange rates : a BVAR time-varying parameters approach
Sarantis, Nicholas - In: Journal of banking & finance 30 (2006) 8, pp. 2257-2279
Persistent link: https://www.econbiz.de/10003355791
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Valuation ratios and price deviations from fundamentals
Coakley, Jerry; Fuertes, Ana María - In: Journal of banking & finance 30 (2006) 8, pp. 2325-2346
Persistent link: https://www.econbiz.de/10003355798
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
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The role of no-arbitrage on forecasting : lessons from a parametric term structure model
Almeida, Caio; Vicente, José - In: Journal of banking & finance 32 (2008) 12, pp. 2695-2705
Persistent link: https://www.econbiz.de/10003796156
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The ADR shadow exchange rate as an early warning indicator for currency crises
Eichler, Stefan; Karmann, Alexander; Maltritz, Dominik - In: Journal of banking & finance 33 (2009) 11, pp. 1983-1995
Persistent link: https://www.econbiz.de/10003892163
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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - In: Journal of banking & finance 33 (2009) 11, pp. 2036-2049
Persistent link: https://www.econbiz.de/10003892198
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Intrinsic bubbles and Granger causality in the S&P 500 : evidence from long-term data
Chen, An-sing; Cheng, Lee-Young; Cheng, Kuang-Fu - In: Journal of banking & finance 33 (2009) 12, pp. 2275-2281
Persistent link: https://www.econbiz.de/10003905518
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Testing for strict stationarity in financial variables
Kapetanios, George - In: Journal of banking & finance 33 (2009) 12, pp. 2346-2362
Persistent link: https://www.econbiz.de/10003905582
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Exploiting short-run predictability
Gomes, Francisco J. - In: Journal of banking & finance 31 (2007) 5, pp. 1427-1440
Persistent link: https://www.econbiz.de/10003461171
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Can Markov switching models predict excess foreign exchange returns?
Dueker, Michael; Neely, Christopher J. - In: Journal of banking & finance 31 (2007) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10003421167