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subject:"Schätzung"
type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Tzavalis, Elias"
~subject:"Wechselkurs"
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110
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110
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41
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23
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14
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Fabozzi, Frank J.
Tzavalis, Elias
Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
33
Bahmani-Oskooee, Mohsen
30
MacDonald, Ronald
29
Serletis, Apostolos
27
Kumbhakar, Subal
25
Taylor, Mark P.
25
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24
Moosa, Imad A.
23
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21
Bollerslev, Tim
18
Lai, Ching-chong
18
Wohar, Mark E.
18
Engel, Charles
16
Peel, David
16
Pierdzioch, Christian
16
Chang, Tsangyao
15
Devereux, Michael B.
15
Arize, Augustine Chuck
14
Chang, Wen-ya
14
De Grauwe, Paul
14
Rose, Andrew
14
Apergēs, Nikolaos
13
Engsted, Tom
13
Artus, Patrick
12
Belke, Ansgar
12
Bleaney, Michael F.
12
Creedy, John
12
Ghysels, Eric
12
Koop, Gary
12
Koopman, Siem Jan
12
Pesaran, M. Hashem
12
Tsionas, Efthymios G.
12
Beckmann, Joscha
11
Blundell, Richard W.
11
Chan, Joshua
11
Franses, Philip Hans
11
Herwartz, Helmut
11
Jawadi, Fredj
11
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Journal of empirical finance
2
The journal of fixed income
2
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1
Applied economics
1
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1
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1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
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1
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Review of development economics
1
Review of quantitative finance and accounting
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
24
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1
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
2
The geometry of the world of currency volatilities
Konstantinov, Gueorgui
;
Fabozzi, Frank J.
- In:
Computational economics
60
(
2022
)
1
,
pp. 125-145
Persistent link: https://www.econbiz.de/10013262502
Saved in:
3
Predicting future exchange rate changes based on interest rates and holding-period returns differentials net of the forward risk premium effects
Elias, Nikolaos
;
Smyrnakis, Dimitris
;
Tzavalis, Elias
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 694-715
Persistent link: https://www.econbiz.de/10013345794
Saved in:
4
The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation
Argyropoulos, Efthymios
;
Tzavalis, Elias
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 785-796
Persistent link: https://www.econbiz.de/10012655704
Saved in:
5
Testing the forecasting ability of multi-factor models on non-US interbank rates
Tunaru, Diana
;
Fabozzi, Francesco A.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2021
)
2
,
pp. 7-33
Persistent link: https://www.econbiz.de/10012656054
Saved in:
6
Can country-specific interest rate factors explain the forward premium anomaly?
Argyropoulos, Efthymios
;
Elias, Nikolaos
;
Smyrnakis, …
- In:
Journal of economics and finance : JEF
45
(
2021
)
2
,
pp. 252-269
Persistent link: https://www.econbiz.de/10012496681
Saved in:
7
Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.
;
Kynigakis, Iason
;
Panopulu, Aikaterinē
- In:
The journal of real estate finance and economics
60
(
2020
)
4
,
pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
Saved in:
8
A complete model for pricing coco bonds
Milanov, Krasimir
;
Kunčev, Ognjan I.
;
Fabozzi, Frank J.
- In:
The journal of fixed income
29
(
2020
)
3
,
pp. 53-67
Persistent link: https://www.econbiz.de/10012253567
Saved in:
9
Modeling local trends with regime shifting models with time-varying probabilities
Focardi, Sergio M.
;
Fabozzi, Frank J.
;
Mazza, Davide
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012208942
Saved in:
10
Bond portfolio optimization in the presence of duration constraints
Deguest, Romain
;
Fabozzi, Frank J.
;
Martellini, Lionel
; …
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 6-26
Persistent link: https://www.econbiz.de/10011905566
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