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Carry
Koijen, Ralph S. J.; Moskowitz, Tobias J.; Pedersen, … - 2013
Persistent link: https://www.econbiz.de/10010126693
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On time-series properties of time-varying risk premium in the yen, dollar exchange market
Canova, Fabio; Itō, Takatoshi - 1988
Persistent link: https://www.econbiz.de/10000757860
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Measuring bubble expectations and investor confidence
Shiller, Robert J. - 1999
Persistent link: https://www.econbiz.de/10001375817
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The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto; Jorion, Philippe - 1988
Persistent link: https://www.econbiz.de/10000755202
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Meteor showers or heat waves? : heteroskedastic intra-daily volatility in the foreign exchange market
Engle, Robert F.; Itō, Takatoshi; Lin, Wen-ling Tsai - 1988
Persistent link: https://www.econbiz.de/10000757954
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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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Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri; Taylor, Alan M. - 1997
Persistent link: https://www.econbiz.de/10000630582
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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