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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Taylor rule exchange rate forecasting during the financial crisis
Molodtsova, Tanya; Papell, David H. - 2012
Persistent link: https://www.econbiz.de/10009623462
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A factor model for co-movements of commodity prices
West, Kenneth D.; Wong, Ka-fu - In: Journal of international money and finance 42 (2014), pp. 289-309
Persistent link: https://www.econbiz.de/10010372655
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External imbalances and financial crises
Taylor, Alan M. - 2012
Persistent link: https://www.econbiz.de/10009683350
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Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate
MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19
Persistent link: https://www.econbiz.de/10011475902
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Exchange rate forecasting on a napkin
Ca'Zorzi, Michele; Rubaszek, Michał - In: Journal of international money and finance 104 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012395198
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Exchange rate predictability in a changing world
Byrne, Joseph P.; Korobilis, Dimitris; Ribeiro, Pinho J. - In: Journal of international money and finance 62 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011668284
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Robust bond risk premia
Bauer, Michael D.; Hamilton, James D. - 2017
Persistent link: https://www.econbiz.de/10011684596
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Assessing the predictive ability of sovereign default risk on exchange rate returns
Foroni, Claudia; Ravazzolo, Francesco; Sadaba, Barbara - In: Journal of international money and finance 81 (2018), pp. 242-264
Persistent link: https://www.econbiz.de/10012000048
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Does transparency pay? : evidence from IMF data transparency policy reforms and emerging market sovereign bond spreads
Choi, Sangyup; Hashimoto, Yūko - In: Journal of international money and finance 88 (2018), pp. 171-190
Persistent link: https://www.econbiz.de/10012000885