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Conditional mean reversion of financial ratios and the predictability of returns
Boucher, Christophe; Jasinski, A.; Tokpavi, S. - In: Journal of international money and finance 137 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014478119
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Do term premiums matter? : transmission via exchange rate dynamics
Katagiri, Mitsuru; Takahashi, Koji - In: Journal of international money and finance 139 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014478224
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International stock return predictability under model uncertainty
Schrimpf, Andreas - In: Journal of international money and finance 29 (2010) 7, pp. 1256-1282
Persistent link: https://www.econbiz.de/10009239675
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Out-of-sample bond risk premium predictions : a global common factor
Zhu, Xiaoneng - In: Journal of international money and finance 51 (2015), pp. 155-173
Persistent link: https://www.econbiz.de/10011475246
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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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The interest rate effects of government bond purchases away from the lower bound
De Rezende, Rafael B. - In: Journal of international money and finance 74 (2017), pp. 165-186
Persistent link: https://www.econbiz.de/10011787934
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Are the Fama-French factors really compensation for distress risk?
Groot, Wilma de; Huij, Joop - In: Journal of international money and finance 86 (2018), pp. 50-69
Persistent link: https://www.econbiz.de/10012000470
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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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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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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