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Why do central banks intervene?

Baillie, Richard T.; Osterberg, William P. - In: Journal of International Money and Finance 16 (1997) 6, pp. 909-919

Persistent link: https://www.econbiz.de/10005339118

A multivariate generalized ARCH approach to modeling risk premia in forward foreign exchange rate markets

Baillie, Richard T.; Bollerslev, Tim - In: Journal of International Money and Finance 9 (1990) 3, pp. 309-324

Persistent link: https://www.econbiz.de/10005339458

The search for equilibrium relationships in international finance: the case of the monetary model

Baillie, Richard T.; Pecchenino, Rowena A. - In: Journal of International Money and Finance 10 (1991) 4, pp. 582-593

Persistent link: https://www.econbiz.de/10005339490

Inference in dynamic models containing 'surprise' variables

Baillie, Richard T. - In: Journal of Econometrics 35 (1987) 1, pp. 101-117

Persistent link: https://www.econbiz.de/10005285433

Editors' introduction: Fractional differencing and long memory processes

Baillie, Richard T.; King, Maxwell L. - In: Journal of Econometrics 73 (1996) 1, pp. 1-3

Persistent link: https://www.econbiz.de/10005285539

A minimum distance estimator for long-memory processes

Tieslau, Margie A.; Schmidt, Peter; Baillie, Richard T. - In: Journal of Econometrics 71 (1996) 1-2, pp. 249-264

Persistent link: https://www.econbiz.de/10005285651

Long memory processes and fractional integration in econometrics

Baillie, Richard T. - In: Journal of Econometrics 73 (1996) 1, pp. 5-59

Persistent link: https://www.econbiz.de/10005238971

Some joint tests of market efficiency: The case of the forward premium

Baillie, Richard T.; McMahon, Patrick C. - In: Journal of Macroeconomics 7 (1985) 2, pp. 137-150

The rational expectations model of the term structure is applied to the forward premium on foreign exchange. The model has been previously considered by Hakkio (1981) as a test of a form of market efficiency. Rejection of the model can be due to a failure of the rational expectations hypothesis...

Persistent link: https://www.econbiz.de/10005246965

Papers in honor of Patrick C. McMahon

Baillie, Richard T.; Girardin, Eric; Lothian, James R.; … - In: Journal of International Money and Finance 16 (1997) 6, pp. 879-883

Persistent link: https://www.econbiz.de/10005402573

Do asymmetric and nonlinear adjustments explain the forward premium anomaly?

Baillie, Richard T.; Kilic, Rehim - In: Journal of International Money and Finance 25 (2006) 1, pp. 22-47

Persistent link: https://www.econbiz.de/10005402676