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A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures

Sandmann, Klaus - In: Mathematical finance : an international journal of … 7 (1997) 2, pp. 119-125

Persistent link: https://www.econbiz.de/10001220282

Handbook of applied economic statistics

Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998

Persistent link: https://www.econbiz.de/10013282228

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Wong; Chinn, Menzie David; Garcia Pascual, … - 2017

Previous assessments of nominal exchange rate determination, following Meese and Rogoff (1983) have focused upon a narrow set of models. Cheung et al. (2005) augmented the usual suspects with productivity based models, and "behavioral equilibrium exchange rate" models, and assessed performance...

Persistent link: https://www.econbiz.de/10011637474

Exchange rate prediction redux : new models, new data, new currencies

Cheung, Yin-Win; Chinn, Menzie David; Garcia Pascual, … - In: Journal of international money and finance 95 (2019), pp. 332-362

Persistent link: https://www.econbiz.de/10012139586

What do robust equity portfolio models really do?

Kim, Woo Chang; Kim, Jang Ho; Ahn, So Hyoung; Fabozzi, … - In: Operations research models in banking management, (pp. 141-168). 2013

Persistent link: https://www.econbiz.de/10009739301

Causal theories, models and evidence in economics : ome reflections from the natural sciences

Joffe, Michael - In: Cogent economics & finance 5 (2017) 1, pp. 1-17

. This paper takes a complementary, comparative approach, examining theory development in the natural sciences. Examples show … process occurring over a long timescale. Models are typically nested within this broader theory. This could be a good model … sector raises the question, how to realise what has been omitted? Nesting models in an empirically based causal theory could …

Persistent link: https://www.econbiz.de/10011598097