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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~person:"Baillie, Richard"
~type_genre:"Article in journal"
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Baillie, Richard
Phillips, Peter C. B.
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Journal of econometrics
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ECONIS (ZBW)
12
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12
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1
A new test for market efficiency and uncovered interest parity
Baillie, Richard
;
Diebold, Francis X.
;
Kapetanios, George
; …
- In:
Journal of international money and finance
130
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014248790
Saved in:
2
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
3
Do asymmetric and nonlinear adjustments explain the forward premium anomaly?
Baillie, Richard
;
Kiliç, Rehim
- In:
Journal of international money and finance
25
(
2006
)
1
,
pp. 22-47
Persistent link: https://www.econbiz.de/10003274895
Saved in:
4
The forward premium anomaly is not as bad as you think
Baillie, Richard
;
Bollerslev, Tim
- In:
Journal of international money and finance
19
(
2000
)
4
,
pp. 471-488
Persistent link: https://www.econbiz.de/10001496571
Saved in:
5
Papers in honor of Patrick C. McMahon
Baillie, Richard
(
contributor
);
McMahon, Patrick C.
(
honouree
)
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 879-1000
Persistent link: https://www.econbiz.de/10001235358
Saved in:
6
Why do central banks intervene?
Baillie, Richard
- In:
Journal of international money and finance
16
(
1997
)
6
,
pp. 909-919
Persistent link: https://www.econbiz.de/10001337355
Saved in:
7
Fractional differencing and long memory processes
Baillie, Richard
(
contributor
);
King, Maxwell L.
(
contributor
)
- In:
Journal of econometrics
73
(
1996
)
1
Persistent link: https://www.econbiz.de/10001206521
Saved in:
8
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 3-30
Persistent link: https://www.econbiz.de/10001755335
Saved in:
9
A minimum distance estimator for long-memory processes
Tieslau, Margie A.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 249-264
Persistent link: https://www.econbiz.de/10001194734
Saved in:
10
The long memory of the forward premium
Baillie, Richard
- In:
Journal of international money and finance
13
(
1994
)
5
,
pp. 565-571
Persistent link: https://www.econbiz.de/10001171001
Saved in:
1
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