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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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Which factor model? : a systematic return covariation perspective
Ahmed, Shamim; Bu, Ziwen; Symeonidis, Lazaros; … - In: Journal of international money and finance 136 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014332349
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Global risk sentiment and the Swiss franc : a time-varying daily factor decomposition model
Fink, Fabian; Frei, Lukas; Gloede, Oliver - In: Journal of international money and finance 122 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013433368
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - In: Journal of international money and finance 17 (1998) 5, pp. 813-830
Persistent link: https://www.econbiz.de/10001253045
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Forecasting real activity using cross-sectoral stock market information
Chatelais, Nicolas; Stalla-Bourdillon, Arthur; Chinn, … - In: Journal of international money and finance 131 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248856
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What drives international portfolio flows?
Sarno, Lucio; Tsiakas, Ilias; Ulloa, Barbara - In: Journal of international money and finance 60 (2016), pp. 53-72
Persistent link: https://www.econbiz.de/10011660841
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Global financial cycles since 1880
Potjagailo, Galina; Wolters, Maik H. - In: Journal of international money and finance 131 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014248868
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What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J.; Huang, Dashan; Jiang, Fuwei; Wang, Jiexun - In: Journal of international money and finance 140 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014451422
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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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Covariance matrix estimators and tests of market efficiency
Ligeralde, Antonio Velasco - In: Journal of international money and finance 16 (1997) 2, pp. 323-343
Persistent link: https://www.econbiz.de/10001225587