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Common factors and local factors : implications for term structures and exchange rates
Ahn, Dong-Hyun - In: Journal of financial and quantitative analysis : JFQA 39 (2004) 1, pp. 69-102
Persistent link: https://www.econbiz.de/10001988559
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Non-informative tests of the unbiased forward exchange rate
Barnhart, Scott W.; McNown, Robert F.; Wallace, Myles Stuart - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 2, pp. 265-291
Persistent link: https://www.econbiz.de/10001436322
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The pricing of exchange rate risk in the stock market
Jorion, Philippe - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001113531
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The effects of macroeconomic news on high frequency exchange rate behavior
Almeida, Alvaro - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 3, pp. 383-408
Persistent link: https://www.econbiz.de/10001251498
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong; Xia, Yihong - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 1, pp. 41-80
Persistent link: https://www.econbiz.de/10003434453
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The impact of the Euro on equity markets
Cappiello, Lorenzo; Kadareja, Arjan; Manganelli, Simone - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 2, pp. 473-502
Persistent link: https://www.econbiz.de/10003990709
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Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim; Marrone, James; Xu, Lai; Zhou, Hao - In: Journal of financial and quantitative analysis : JFQA 49 (2014) 3, pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
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Autoregressive conditional skewness
Harvey, Campbell R.; Siddique, Akhtar R. - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 4, pp. 465-487
Persistent link: https://www.econbiz.de/10001436379
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An analysis of the wealth effects of Japanese offshore dollar-denominated convertible and warrant bond issues
Kang, Jun-koo; Kim, Yong-cheol; Park, Kyung-joo; Stulz, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 2, pp. 257-270
Persistent link: https://www.econbiz.de/10001218105
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The international crash of October 1987 : causality tests
Malliaris, Anastasios G. - In: Journal of financial and quantitative analysis : JFQA 27 (1992) 3, pp. 353-364
Persistent link: https://www.econbiz.de/10001129747