Narrow search
Showing 1 - 4 of 4
Cover Image
Do asset-demand functions optimize over the mean and variance of real returns? A six-currency test
Frankel, Jeffrey; Engel, Charles M. - In: Journal of International Economics 17 (1984) 3-4, pp. 309-323
Persistent link: https://www.econbiz.de/10005527573
Cover Image
Testing for the absence of expected real profits from forward market speculation
Engel, Charles M. - In: Journal of International Economics 17 (1984) 3-4, pp. 299-308
Persistent link: https://www.econbiz.de/10005540341
Cover Image
On the correlation of exchange rates and interest rates
Engel, Charles M. - In: Journal of International Money and Finance 5 (1986) 1, pp. 125-128
Persistent link: https://www.econbiz.de/10005397478
Cover Image
Tests of mean-variance efficiency of international equity markets
Engel, Charles M.; Rodrigues, Anthony P. - Federal Reserve Bank of New York - 1992
Persistent link: https://www.econbiz.de/10005387282