Similar Search Results

Narrow search

Forecasting macroeconomic indicators of Indiana in a Bayesian VAR framework

Lai, Choon-Shan; Roy, Anusuya - In: Journal of business and economic perspectives 30 (2004) 2, pp. 61-67

Persistent link: https://www.econbiz.de/10003060761

Forecasting macroeconomic indicators of Indiana in a Bayesian VAR framework

Lai, Choon-Shan; Roy, Anusuya - In: Journal of business and economic perspectives 30 (2004) 2, pp. 61-67

Persistent link: https://www.econbiz.de/10009880886

Rational speculators and exchange rate volatility

Carlson, John A.; Osler, C. L. - 1996

Persistent link: https://www.econbiz.de/10000625631

One minute in the life of the DM/US$ : public news in an electronic market

Carlson, John A.; Lo, Melody - In: Journal of international money and finance 25 (2006) 7, pp. 1090-1102

Persistent link: https://www.econbiz.de/10003394350

Selective asymmetric intervention and sterilization

Carlson, John A.; Lo, Melody - In: Applied financial economics 14 (2004) 11, pp. 823-833

Persistent link: https://www.econbiz.de/10002121617

Determinants of current risk premiums

Carlson, John A.; Osler, C. L. - Federal Reserve Bank of New York - 1999

This paper presents a theoretical model of exchange-rate determination intended to address the forward premium puzzle. It also explains the empirical observation that risk premiums depend on interest differentials. The model's closed-form solution indicates that currency risk premiums depend on...

Persistent link: https://www.econbiz.de/10005420480