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The forward premium anomaly is not as bad as you think
Baillie, Richard; Bollerslev, Tim - In: Journal of international money and finance 19 (2000) 4, pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
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The long memory of the forward premium
Baillie, Richard - In: Journal of international money and finance 13 (1994) 5, pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard - In: Journal of international money and finance 12 (1993) 5, pp. 511-521
Persistent link: https://www.econbiz.de/10001149594
Cover Image
The forward premium anomaly is not as bad as you think
Baillie, Richard T.; Bollerslev, Tim - In: Journal of international money and finance 19 (2000) 4, pp. 471-488
Persistent link: https://www.econbiz.de/10006907125
Cover Image
The long memory of the forward premium
Baillie, Richard T.; Bollerslev, Tim - In: Journal of international money and finance 13 (1994) 5, pp. 565-572
Persistent link: https://www.econbiz.de/10006947192
Cover Image
Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchange
Baillie, Richard T.; Bollerslev, Tim; Redfearn, Michael R. - In: Journal of international money and finance 12 (1993) 5, pp. 511-522
Persistent link: https://www.econbiz.de/10006953155
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Hourly volatility spillovers between international equity markets
Susmel, Raul - In: Journal of international money and finance 13 (1994) 1, pp. 3-25
Persistent link: https://www.econbiz.de/10001156395
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Hourly volatility spillovers between international equity markets
Susmel, Raul; Engle, Robert F. - In: Journal of international money and finance 13 (1994) 1, pp. 3-26
Persistent link: https://www.econbiz.de/10006947229