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Time‐varying risk premia in th...
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Baum, Christopher F.
348
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82
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59
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57
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50
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37
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31
Long-memory forecasting of US monetary indices
Barkoulas, John
;
Baum, Christopher F.
- In:
Journal of forecasting
25
(
2006
)
4
,
pp. 291
Persistent link: https://www.econbiz.de/10007276195
Saved in:
32
Forward premiums and market efficiency : panel unit-root evidence from the term structure of forward premiums
Barkoulas, John T.
;
Baum, Christopher F.
;
Chakraborty, …
- In:
Journal of macroeconomics
25
(
2003
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10001751002
Saved in:
33
Exchange rate effects on the volume and variability of tade flows
Barkoulas, John T.
;
Baum, Christopher F.
;
Caglayan, Mustafa
- In:
Journal of international money and finance
21
(
2002
)
4
,
pp. 481-496
Persistent link: https://www.econbiz.de/10001676622
Saved in:
34
An empirical investigation of risk premia in the foreign currency futures basis
Baum, Christopher F.
;
Barkoulas, John T.
-
1994
Persistent link: https://www.econbiz.de/10000895363
Saved in:
35
Persistent dependence in foreign exchange rates? : A reexamination
Barkoulas, John T.
;
Baum, Christopher F.
;
Caglayan, Mustafa
- In:
Global financial markets : issues and strategies
,
(pp. 153-164)
.
2004
Persistent link: https://www.econbiz.de/10002569538
Saved in:
36
Long memory in the Greek stock market
Barkoulas, John T.
;
Baum, Christopher F.
;
Travlos, …
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
Saved in:
37
Time-Varying Risk Premia in the Foreign Currency Futures Basis
Baum, Christopher F.
;
Barkoulas, John
- In:
The journal of futures markets
16
(
1996
)
7
,
pp. 735-756
Persistent link: https://www.econbiz.de/10007324580
Saved in:
38
Long-memory forecasting of US monetary indices
Barkoulas, John T.
;
Baum, Christopher F.
- In:
Journal of forecasting
25
(
2006
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10003364178
Saved in:
39
Long-memory forecasting of U.S. monetary indices
Barkoulas, John T.
(
contributor
); …
-
2003
Persistent link: https://www.econbiz.de/10002908186
Saved in:
40
Dynamics of intra-EMS interest rate linkages
Baum, Christopher F.
;
Barkoulas, John T.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 469-482
Persistent link: https://www.econbiz.de/10003311675
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