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The term structure of forward exchange premia and the forecastability of spot exchange rates : correcting the errors

Clarida, Richard H. - 1993

Persistent link: https://www.econbiz.de/10000874096

Cross-sectional aggregation of non-linear models

VanGarderen, Kees Jan; Lee, Kevin C.; Pesaran, M. Hashem - 1998

Persistent link: https://www.econbiz.de/10000671944

Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging

Jumah, Adusei; Kunst, Robert M. - 2008

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On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models

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Fractional cointegration analysis of securitized real estate

Serrano, Camilo; Hoesli, Martin - 2009

This paper uses fractional cointegration analysis to examine whether long-run relations exist between securitized real estate returns and three sets of variables frequently used in the literature as the factors driving securitized real estate returns. That is, we examine whether such...