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Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
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The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework
Cho, Dooyeon - In: Journal of empirical finance 34 (2015), pp. 229-238
Persistent link: https://www.econbiz.de/10011557131
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Variance risk premiums in foreign exchange markets
Ammann, Manuel; Buesser, Ralf - In: Journal of empirical finance 23 (2013), pp. 16-32
Persistent link: https://www.econbiz.de/10010221798
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Can interest rate factors explain exchange rate fluctuations?
Yung, Julieta - In: Journal of empirical finance 61 (2021), pp. 34-56
Persistent link: https://www.econbiz.de/10012693233
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House prices, expectations, and time-varying fundamentals
Gelain, Paolo; Lansing, Kevin J. - In: Journal of empirical finance 29 (2014), pp. 3-25
Persistent link: https://www.econbiz.de/10011300508
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Market volatility and momentum
Wang, Kevin Q.; Xu, Jianguo - In: Journal of empirical finance 30 (2015), pp. 79-91
Persistent link: https://www.econbiz.de/10011489219
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Can the information content of share repurchases improve the accuracy of equity premium predictions?
Andriosopoulos, Dimitris; Chronopoulos, Dimitris K.; … - In: Journal of empirical finance 26 (2014), pp. 96-111
Persistent link: https://www.econbiz.de/10010472003
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Are idiosyncratic volatility and MAX priced in the Canadian market?
Aboulamer, Anas; Kryzanowski, Lawrence - In: Journal of empirical finance 37 (2016), pp. 20-36
Persistent link: https://www.econbiz.de/10011662897
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Asset pricing model uncertainty
Borup, Daniel - In: Journal of empirical finance 54 (2019), pp. 166-189
Persistent link: https://www.econbiz.de/10012174790
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Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo; Verona, Fabio - In: Journal of empirical finance 45 (2018), pp. 228-242
Persistent link: https://www.econbiz.de/10012102423