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Are Forward Premia Mean Reverting?
Hejazi, Walid - 2003
The return regression methodology is used to test for mean reversion in the forward market for US T-bills over the period 1964 to 1995. Substantial evidence of mean reversion is found in one- to ten-month forward spreads over the 12 to 24 month horizon. Such evidence is indicative of market...
Persistent link: https://www.econbiz.de/10012786991
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Are forward premia mean reverting?
Hejazi, Walid; Li, Zhixin - In: Applied financial economics 10 (2000) 4, pp. 343-350
Persistent link: https://www.econbiz.de/10007678588
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Are forward premia mean reverting?
Hejazi, Walid; Li, Zhixin - In: Applied Financial Economics 10 (2000) 4, pp. 343-350
The return regression methodology is used to test for mean reversion in the forward market for US T-bills over the period 1964 to 1995. Substantial evidence of mean reversion is found in one- to ten-month forward spreads over the 12 to 24 month horizon. Such evidence is indicative of market...
Persistent link: https://www.econbiz.de/10009200895
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Does China receive more regional FDI than gravity would suggest?
Hejazi, Walid - In: European management journal 27 (2009) 5, pp. 327-335
Persistent link: https://www.econbiz.de/10003885858
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Reconsidering the concentration of US MNE activity : is it global, regional or national?
Hejazi, Walid - In: Management international review : mir ; journal of … 47 (2007) 1, pp. 5-27
Persistent link: https://www.econbiz.de/10003417610
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Canada's experience with foreign direct investment : how different are services?
Hejazi, Walid - In: Services industries and the knowledge-based economy, (pp. 237-276). 2006
Persistent link: https://www.econbiz.de/10003372478
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The regional nature of MNE activities and the gravity model
Hejazi, Walid - In: Regional aspects of multinationality and performance, (pp. 85-109). 2007
Persistent link: https://www.econbiz.de/10003523098
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Structural potentials in Atlantic trade : measuring the impact of a US-Europe free trade agreement
Hejazi, Walid - In: European-American trade and financial alliances, (pp. 76-108). 2005
Persistent link: https://www.econbiz.de/10003266088
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Are regional concentrations of OECD exports and outward FDI consistent with gravity?
Hejazi, Walid - In: Atlantic economic journal : AEJ 33 (2005) 4, pp. 423-436
Persistent link: https://www.econbiz.de/10003247535
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Structural partnering potential of the US economy
Hejazi, Walid - In: Free trade in the Americas : economic and political …, (pp. 44-89). 2004
Persistent link: https://www.econbiz.de/10002143247