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Bond risk premia in a small open economy with volatile capital flows : the case of Korea
Yun, Jaeho - In: Journal of international money and finance 93 (2019), pp. 223-243
Persistent link: https://www.econbiz.de/10012138637
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The term structure of exchange rate predictability : commonality, scapegoat, and disagreement
Cao, Shuo; Huang, Huichou; Liu, Ruirui; MacDonald, Ronald - In: Journal of international money and finance 95 (2019), pp. 379-401
Persistent link: https://www.econbiz.de/10012139588
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Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali - In: Journal of forecasting 35 (2016) 4, pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
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The first arrow hitting the currency target : a long-run risk perspective
Kano, Takashi; Wada, Kenji - In: Journal of international money and finance 74 (2017), pp. 337-352
Persistent link: https://www.econbiz.de/10011787985
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Macroeconomic fundamentals and the exchange rate dynamics : a no-arbitrage macro-finance approach
Ying, Weiwei; Li, Junye - In: Journal of international money and finance 41 (2014), pp. 46-64
Persistent link: https://www.econbiz.de/10010338744
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Is there excess comovement of bond yields between countries?
Sutton, Gregory D. - In: Journal of international money and finance 19 (2000) 3, pp. 363-376
Persistent link: https://www.econbiz.de/10001485270
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Transmission of the financial and sovereign debt crises to the EMU : stock prices, CDS spreads and exchange rates
Grammatikos, Theoharry; Vermeulen, Robert - In: Journal of international money and finance 31 (2012) 3, pp. 517-533
Persistent link: https://www.econbiz.de/10009632019
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Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A. - In: Journal of international money and finance 42 (2014), pp. 88-112
Persistent link: https://www.econbiz.de/10010371827
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Moving beyond Volatility Index (VIX) : HARnessing the term structure of implied volatility
Clements, Adam; Liao, Yin; Tang, Yusui - In: Journal of forecasting 41 (2022) 1, pp. 86-99
Persistent link: https://www.econbiz.de/10012796271
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The term structure of Euro interest rates and rational expectations
Kugler, Peter - In: Journal of international money and finance 9 (1990) 2, pp. 234-244
Persistent link: https://www.econbiz.de/10001088809