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1
Carry
Koijen, Ralph S. J.
;
Moskowitz, Tobias J.
;
Pedersen, …
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2013
Persistent link: https://www.econbiz.de/10010126693
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2
On time-series properties of time-varying risk premium in the yen, dollar exchange market
Canova, Fabio
;
Itō, Takatoshi
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1988
Persistent link: https://www.econbiz.de/10000757860
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3
Measuring bubble expectations and investor confidence
Shiller, Robert J.
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1999
Persistent link: https://www.econbiz.de/10001375817
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4
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto
;
Jorion, Philippe
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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
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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.
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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.
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1997
Persistent link: https://www.econbiz.de/10000630582
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8
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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9
Explanations of exchange-rate volatility and other empirical regularities in some popular models of the foreign exchange market
Flood, Robert P.
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1981
Persistent link: https://www.econbiz.de/10009570352
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10
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
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1987
Persistent link: https://www.econbiz.de/10009571466
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