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Using Bayesian variable selection methods to choose style factors in global stock return models
Hall, Anthony D.; Hwang, Soosung; Satchell, Stephen - In: Journal of banking & finance 26 (2002) 12, pp. 2301-2325
Persistent link: https://www.econbiz.de/10001719718
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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An empirical test for parities between metal prices at the LME
Franses, Philip Hans; Kofman, Paul - 1991
Persistent link: https://www.econbiz.de/10000805882
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Primary commodity prices and exchange rate volatility : paper presented at the CEPR Conference on Primary Commodities
Kofman, Paul; Viaene, Jean-Marie; Vries, Casper G. de - 1989
Persistent link: https://www.econbiz.de/10000770147
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Increasing correlations or just fat tails?
Campbell, Rachel; Forbes, Catherine Scipione; Koedijk, Kees - In: Journal of empirical finance 15 (2008) 2, pp. 287-309
Persistent link: https://www.econbiz.de/10003699142
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The inefficiency of Reuters foreign exchange quotes
Martens, Martin - In: Journal of banking & finance 22 (1998) 3, pp. 347-366
Persistent link: https://www.econbiz.de/10001238384
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Exchange rates, interest groups and commodity price (dis)-agreements
Kofman, Paul; Viaene, Jean-Marie - 1997
Persistent link: https://www.econbiz.de/10000976092