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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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Co-dependence of extreme events in high frequency FX returns
Polanski, Arnold; Stoja, Evarist - In: Journal of international money and finance 44 (2014), pp. 164-178
Persistent link: https://www.econbiz.de/10010391066
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Can credit spreads help predict a yield curve?
Abdymomunov, Azamat; Kang, Kyu Ho; Kim, Ki Jeong - In: Journal of international money and finance 64 (2016), pp. 39-61
Persistent link: https://www.econbiz.de/10011668377
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On the persistence and volatility in European, American and Asian stocks bull and bear markets
Gil-Alaña, Luis A.; Shittu, Olanrewaju I.; Yaya, … - In: Journal of international money and finance 40 (2014), pp. 149-162
Persistent link: https://www.econbiz.de/10010239995
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Nominal shocks and real exchange rates : evidence from two centuries
Craighead, William D.; Tien, Pao-lin - In: Journal of international money and finance 56 (2015), pp. 135-157
Persistent link: https://www.econbiz.de/10011477885
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Money stock versus monetary base in time-frequency exchange rate determination
Funashima, Yoshito - In: Journal of international money and finance 104 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012395142
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Dependence structure between the equity market and the foreign exchange market : a copula approach
Ning, Cathy Q. - In: Journal of international money and finance 29 (2010) 5, pp. 743-759
Persistent link: https://www.econbiz.de/10003989912
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Real asset returns, inflation and activity in a small, open, Cash-in-Advance economy
Mansoorian, Arman; Moshin, Mohammed - In: Journal of international money and finance 32 (2013), pp. 234-250
Persistent link: https://www.econbiz.de/10009732886
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - In: Journal of international money and finance 32 (2013), pp. 1032-1043
Persistent link: https://www.econbiz.de/10009733432
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Orthogonalized regressors and spurious precision, with an application to currency exposures
Liu, Fang; Sercu, Piet; Vandebroek, Martina - In: Journal of international money and finance 51 (2015), pp. 245-263
Persistent link: https://www.econbiz.de/10011475260