Narrow search
Showing 1 - 5 of 5
Cover Image
Pricing of foreign exchange rate and interest rate risks using short to long horizon returns
Joseph, Nathan Lael; Su, Chen; Huang, Winifred; Lai, Baoying - In: The European journal of finance 27 (2021) 17, pp. 1684-1713
Persistent link: https://www.econbiz.de/10012872913
Cover Image
Model specification and forecasting foreign exchange rates with Vector autoregressions
Joseph, Nathan Lael - In: Journal of forecasting 20 (2001) 7, pp. 451-484
Persistent link: https://www.econbiz.de/10001626330
Cover Image
Predicting returns in US financial sector indices
Joseph, Nathan Lael - In: International journal of forecasting 19 (2003) 3, pp. 351-367
Persistent link: https://www.econbiz.de/10001793005
Cover Image
Cointegration, error-correction models, and forecasting using realigned foreign exchange rates
Joseph, Nathan Lael - In: Journal of forecasting 14 (1995) 6, pp. 499-522
Persistent link: https://www.econbiz.de/10001191616
Cover Image
Short-horizon excess returns and exchange rate and interest rate effects
Joseph, Nathan Lael; Lambertides, Neophytos; Savva, … - In: Journal of international financial markets, … 37 (2015), pp. 54-76
Persistent link: https://www.econbiz.de/10011474975