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Price discovery in the foreign exchange market : an empirical analysis of the yen/dmark rate
Jong, Frank de - In: Journal of international money and finance 17 (1998) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10001338374
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An empirical application of stochastic volatility models
Mahieu, Ronald J. - In: Journal of applied econometrics 13 (1998) 4, pp. 333-359
Persistent link: https://www.econbiz.de/10001247132
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Neglected common factors in exchange rate volatility
Mahieu, Ronald J. - In: Journal of empirical finance 1 (1993) 3, pp. 279-311
Persistent link: https://www.econbiz.de/10001166792
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Discussion of 'Are market values fair?'
Schotman, Peter C. - In: Frontiers in pension finance, (pp. 20 - 22). 2008
Persistent link: https://www.econbiz.de/10014559864
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The re-emergence of PPP in the 1990s
Koedijk, Kees - In: Journal of international money and finance 17 (1998) 1, pp. 51-61
Persistent link: https://www.econbiz.de/10001338371
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Dominant real exchange rate movements
Koedijk, Kees - In: Journal of international money and finance 8 (1989) 4, pp. 517-531
Persistent link: https://www.econbiz.de/10001074874
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Range vs. maximum in the OLS-based version of the CUSUM test
Krämer, Walter - In: Economics letters 40 (1992) 4, pp. 379-381
Persistent link: https://www.econbiz.de/10001151316
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Cross-sectional versus time series estimation of term structure models : empirical results for the Dutch bond market
Munnik, Jeroen F. de - In: Journal of banking & finance 18 (1994) 5, pp. 997-1025
Persistent link: https://www.econbiz.de/10001174017
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Small sample properties of the regression test of the expectations model of the term structure
Schotman, Peter C. - In: Economics letters 57 (1997) 2, pp. 129-134
Persistent link: https://www.econbiz.de/10001235649
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Estimating security betas using prior information based on firm fundamentals
Cosemans, Mathijs; Frehen, Rik; Schotman, Peter C.; … - In: The review of financial studies 29 (2016) 4, pp. 1072-1112
Persistent link: https://www.econbiz.de/10011530007