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Foreign currency for long-term investors
Campbell, John Y.; Viceira, Luis M.; White, Joshua Stuart - 2002
Persistent link: https://www.econbiz.de/10001686055
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Strategic asset allocation in a continuous-time VAR model
Campbell, John Y.; Chacko, George; Rodriguez, Jorge; … - 2003
Persistent link: https://www.econbiz.de/10001744322
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The expected value premium
Chen, Long; Petkova, Ralitsa; Zhang, Lu - 2006
Persistent link: https://www.econbiz.de/10003321567
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Sources of real exchange rate fluctuations : how important are nominal shocks?
Clarida, Richard H.; Galí, Jordi - 1994
Persistent link: https://www.econbiz.de/10000883655
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A variance decomposition for stock returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000784199
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Contagion, bank lending spreads, and output fluctuations
Agénor, Pierre-Richard; Aizenman, Joshua; Hoffmaister, A. - 1998
Persistent link: https://www.econbiz.de/10001351445
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Sign restrictions in Bayesian favars with an application to monetary policy shocks
Amir Ahmadi, Pooyan; Uhlig, Harald - 2015
Persistent link: https://www.econbiz.de/10011420481
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When is nonfundamentalness in VARS a real problem? : an application to news shocks
Beaudry, Paul; Fève, Patrick; Guay, Alain; Portier, Franck - 2015
Persistent link: https://www.econbiz.de/10011336593
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How important are terms of trade shocks?
Schmitt-Grohé, Stephanie; Uribe, Martín - 2015
Persistent link: https://www.econbiz.de/10011297484
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Trade linkages and output-multiplier effects : a structural VAR approach with a focus on Asia
Abeysinghe, Tilak; Forbes, Kristin - 2001
Persistent link: https://www.econbiz.de/10001628193