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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S.; Wohar, Mark E. - 1997
Persistent link: https://www.econbiz.de/10000961490
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What drives stock prices? : Identifying the determinants of stock price movements
Balke, Nathan S.; Wohar, Mark E. - In: Southern economic journal 73 (2006) 1, pp. 55-78
Persistent link: https://www.econbiz.de/10003353857
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Market fundamentals versus rational bubbles in stock prices : a Bayesian perspective
Balke, Nathan S.; Wohar, Mark E. - In: Journal of applied econometrics 24 (2009) 1, pp. 35-75
Persistent link: https://www.econbiz.de/10003807530
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A Bayesian analysis of weak identification in stock price decompositions
Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Macroeconomic dynamics 19 (2015) 4, pp. 728-752
Persistent link: https://www.econbiz.de/10011309216
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The contribution of economic fundamentals to movements in exchange rates
Balke, Nathan S.; Ma, Jun; Wohar, Mark E. - In: Journal of international economics 90 (2013) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009751223
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Explaining stock price movements : is there a case for fundamentals?
Balke, Nathan S.; Wohar, Mark E. - In: Economic & financial review (2001) 3, pp. 22-34
Persistent link: https://www.econbiz.de/10001638330
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Low-frequency movements in stock prices : a state-space decomposition
Balke, Nathan S.; Wohar, Mark E. - In: The review of economics and statistics 84 (2002) 4, pp. 649-667
Persistent link: https://www.econbiz.de/10001711215
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Nonlinear dynamics and covered interest rate parity
Balke, Nathan S. - In: Empirical economics : a journal of the Institute for … 23 (1998) 4, pp. 535-559
Persistent link: https://www.econbiz.de/10001254530
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Why are stock prices so high? : Dividend growth or discount factor?
Balke, Nathan S.; Wohar, Mark E. - 2000
Persistent link: https://www.econbiz.de/10001446210
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Nonlinear Dynamics and Covered Interest Rate Parity
Balke, Nathan S. - 2015
This paper examines the dynamics of deviations from covered interest parity using daily data on the UK/US spot, forward exchange rates and interest rates over the period January 1974 to September 1993. Like other studies we find a substantial number of instances during the sample in which the...
Persistent link: https://www.econbiz.de/10012750809