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Trade liberalization through asset markets
Feeney, JoAnne; Hillman, Arye L. - In: Journal of international economics 64 (2004) 1, pp. 151-167
Persistent link: https://www.econbiz.de/10002214567
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Portfolio responses to trade policy incredibility
Collier, Paul; Gunning, Jan Willem - In: Trade and fiscal adjustment in Africa, (pp. 262-272). 2000
Persistent link: https://www.econbiz.de/10001529426
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Trade liberalization and asset markets
Feeney, JoAnne (contributor) - 2000 - [Elektronische Ressource], rev.
Persistent link: https://www.econbiz.de/10001583478
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Evaluating Trading Strategies
Harvey, Campbell R. - 2019
We provide some new tools to evaluate trading strategies. When it is known that many strategies and combinations of strategies have been tried, we need to adjust our evaluation method for these multiple tests. Sharpe Ratios and other statistics will be overstated. Our methods are simple to...
Persistent link: https://www.econbiz.de/10012904784
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Multi-Asset Skewness Trading Strategy
Vojtko, Radovan; Lievaj, Marek - 2021
This paper examines the relationship between the skewness in returns and future expected returns across different asset classes. At first, a relation for each of three asset classes (currencies, equities, bonds) is revised by building skew-based long/short portfolio from the investment universe...
Persistent link: https://www.econbiz.de/10013251598
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Estimating a regime switching pairs trading model
Elliott, Robert J.; Bradrania, Reza - In: Quantitative finance 18 (2018) 5, pp. 877-883
Persistent link: https://www.econbiz.de/10011907956
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Applied methods for trade policy analysis : a handbook
Francois, Joseph F. (ed.) - 1997 - 1. publ.
Persistent link: https://www.econbiz.de/10000626083
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Economic theory and international trade : essays in honour of Murray C. Kemp
Kemp, Murray C. (honouree); Woodland, Alan D. (ed.) - 2002
Persistent link: https://www.econbiz.de/10001629356
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Trade policy in developing countries
Buffie, Edward F. - 2001 - 1. publ.
Persistent link: https://www.econbiz.de/10001489504
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Economic theory and international trade : essays in honour of Murray C. Kemp
Woodland, A. D. (ed.); Kemp, Murray C. (ed.) - 2002
This volume addresses important issues in economic theory and international trade with contributions from … internationally renowned researchers - including some of Murray C. Kemp's many colleagues and former students. Economic Theory and … International Trade begins with an examination of classical trade theory and welfare economics. It goes on to discuss international …
Persistent link: https://www.econbiz.de/10014473865