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1
The constrained asset share estimation (case) method : testing mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1993
Persistent link: https://www.econbiz.de/10000862880
Saved in:
2
Conditional mean-variance efficiency of the US stock market
Engel, Charles
;
Frankel, Jeffrey A.
;
Froot, Kenneth
; …
-
1989
Persistent link: https://www.econbiz.de/10000762682
Saved in:
3
Long-term capital movements
Lane, Philip R.
;
Milesi-Ferretti, Gian Maria
- In:
NBER macroeconomics annual
16
(
2001
),
pp. 73-116
Persistent link: https://www.econbiz.de/10001692028
Saved in:
4
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles
- In:
The internationalization of equity markets
,
(pp. 149-172)
.
1994
Persistent link: https://www.econbiz.de/10001291052
Saved in:
5
On the correlation of exchange rates and interest rates
Engel, Charles
- In:
Journal of international money and finance
5
(
1986
)
1
,
pp. 125-128
Persistent link: https://www.econbiz.de/10001044007
Saved in:
6
Tests of CAPM on an international portfolio of bonds and stocks
Engel, Charles
-
1993
Persistent link: https://www.econbiz.de/10000882100
Saved in:
7
On the foreign exchange risk premium in a general equilibrium model
Engel, Charles
-
1990
Persistent link: https://www.econbiz.de/10000809115
Saved in:
8
The risk premium and the liquidity premium in foreign exchange markets
Engel, Charles
-
1990
Persistent link: https://www.econbiz.de/10000809116
Saved in:
9
Is real exchange rate variability caused by relative price changes? : an empirical investigation
Engel, Charles
-
1991
Persistent link: https://www.econbiz.de/10000820759
Saved in:
10
Can the Markov switching model forecast exchange rates?
Engel, Charles
-
1991
Persistent link: https://www.econbiz.de/10000824100
Saved in:
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