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type_genre:"Non-commercial literature"
~isPartOf:"Discussion papers / Department of Economics, University of Copenhagen"
~person:"Frydman, Roman"
~person:"Kongsted, Hans Christian"
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The qualitative expectations hypothesis : model ambiguity, consistent representations of market forecasts, and sentiment
Frydman, Roman
;
Johansen, Søren
;
Rahbek, Anders
;
Nyboe …
-
2017
Persistent link: https://www.econbiz.de/10011707436
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A resolution of the purchasing power parity puzzle : imperfect knowledge and long swings
Frydman, Roman
(
contributor
)
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2008
Persistent link: https://www.econbiz.de/10003784856
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3
Analyzing I(2) systems by transformed vector autoregressions
Kongsted, Hans Christian
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001716142
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4
Testing the nominal-to-read transformation
Kongsted, Hans Christian
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001687895
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5
Imperfect knowledge, temporal instability and an uncertainty premium : towards a resolution of the excess-returns puzzle in the foreign exchange market
Frydman, Roman
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001711741
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