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Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets

Baillie, Richard; Han, Young Wook - In: The Korean economic review 35 (2019) 1, pp. 183-203

Persistent link: https://www.econbiz.de/10012217148

Wage rigidities and unemployment fluctuations in a small open economy

Rhee, Hyuk Jae; Song, Jeongseok - In: Economic modelling 88 (2020), pp. 244-262

Persistent link: https://www.econbiz.de/10012417220

Aging effects on consumption risk-sharing channels in European countries

Song, Jeongseok; Ryu, Doojin - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 36 (2018) 2, pp. 585-617

Persistent link: https://www.econbiz.de/10012212718

FDI consequences of downward wage-cost rigidities

Song, Jeongseok; Yang, Daecheon; Kwŏn, Sun-wŏn - In: The Singapore economic review : journal of the Economic … 62 (2017) 5, pp. 1223-1244

Persistent link: https://www.econbiz.de/10011790743

Poisson jumps and long memory volatility process in high frequency European exchange rates

Han, Young Wook - In: Seoul journal of economics 20 (2007) 2, pp. 202-222

Persistent link: https://www.econbiz.de/10003499986

Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate

Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390

Persistent link: https://www.econbiz.de/10011556212

Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate

Han, Young Wook - In: East Asian economic review 20 (2016) 3, pp. 365-390

This paper quantitatively compares the intrinsic features of the daily USD-GBP exchange rates in two different periods, the 1920s and the 2010s, under the same freely floating exchange rate system. Even though the foreign exchange markets in the 1920s seem to be much less organized and developed...

Persistent link: https://www.econbiz.de/10011765010

Carry trades, momentum trading and the forward premium anomaly

Baillie, Richard; Chang, Sanders S. - In: Journal of financial markets 14 (2011) 3, pp. 441-464

Persistent link: https://www.econbiz.de/10009261760

Time variation in the standard forward premium regression : some new models and tests

Baillie, Richard; Cho, Dooyeon - In: Journal of empirical finance 29 (2014), pp. 52-63

Persistent link: https://www.econbiz.de/10011300505

Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions

Baillie, Richard; Kim, Kun Ho - In: Journal of empirical finance 34 (2015), pp. 99-111

Persistent link: https://www.econbiz.de/10011557073