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~isPartOf:"The review of economics and statistics"
~person:"Hahn, Jinyong"
~person:"Melvin, Michael"
~person:"Rime, Dagfinn"
~person:"Verdelhan, Adrien"
~subject:"Interest rate risk"
~subject:"Kapitaleinkommen"
~subject:"World"
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Interest rate risk
Kapitaleinkommen
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Hahn, Jinyong
Melvin, Michael
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The review of economics and statistics
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The global transmission of volatility in the foreign exchange market
Melvin, Michael
;
Melvin, Bettina Peiers
- In:
The review of economics and statistics
85
(
2003
)
3
,
pp. 670-679
Persistent link: https://www.econbiz.de/10001791774
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2
Multivariate density forecast evaluation and calibration in financial risk management : high-frequency returns on foreign exchange
Diebold, Francis X.
;
Hahn, Jinyong
;
Tay, Anthony S. A.
- In:
The review of economics and statistics
81
(
1999
)
4
,
pp. 661-673
Persistent link: https://www.econbiz.de/10001437391
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