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Data-snooping biases in tests of financial asset pricing models
Lo, Andrew W.; MacKinlay, Archie Craig - 1989
Persistent link: https://www.econbiz.de/10000770623
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Exchange rate forecasting techniques, survey data, and implications for the foreign exchange market
Frankel, Jeffrey A.; Froot, Kenneth - 1990
Persistent link: https://www.econbiz.de/10000800670
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The significance of technical trading-rule profits in the foreign exchange market : a bootstrap approach
Levich, Richard M.; Thomas, Lee R. - 1991
Persistent link: https://www.econbiz.de/10000822417
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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors
Clarida, Richard H. - 1993
Persistent link: https://www.econbiz.de/10000874096
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth - 1987
Persistent link: https://www.econbiz.de/10009571466
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Global crises and equity market contagion
Bekaert, Geert; Ehrmann, Michael; Fratzscher, Marcel; … - 2011
Persistent link: https://www.econbiz.de/10009230215
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International risk sharing is better than you think : (or exchange rates are much too smooth)
Brandt, Michael W.; Cochrane, John H.; Santa-Clara, Pedro - 2001
Persistent link: https://www.econbiz.de/10001599163
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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Global portfolio rebalancing and exchange rates
Costa Neto, Nelson Camanho da; Hau, Harald; Rey, Hélène - 2018
Persistent link: https://www.econbiz.de/10011812158