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Search: subject:"Fama puzzle"
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Stavrakeva, Vania
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ECONIS (ZBW)
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1
Explaining the Great Moderation exchange rate volatility puzzle
Stavrakeva, Vania
;
Tang, Jenny
-
2024
components capturing the strength of the
Fama
puzzle
and the expected responsiveness of monetary policy to inflation. …
Persistent link: https://www.econbiz.de/10015054169
Saved in:
2
Explaining the Great Moderation exchange rate volatility puzzle
Stavrakeva, Vania
;
Tang, Jenny
-
2024
-
This version: February 2024
components capturing the strength of the
Fama
puzzle
and the expected responsiveness of monetary policy to inflation. …
Persistent link: https://www.econbiz.de/10014636918
Saved in:
3
Explaining the great moderation exchange rate volatility puzzle
Stavrakeva, Vania
;
Tang, Jenny
-
2024
Persistent link: https://www.econbiz.de/10014581717
Saved in:
4
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile A.
-
2020
Persistent link: https://www.econbiz.de/10012501062
Saved in:
5
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile A.
-
2020
Persistent link: https://www.econbiz.de/10013190685
Saved in:
6
The new
Fama
puzzle
Bussière, Matthieu
;
Chinn, Menzie David
;
Ferrara, Laurent
- In:
IMF economic review
70
(
2022
)
3
,
pp. 451-486
Persistent link: https://www.econbiz.de/10013433398
Saved in:
7
A reconsideration of the failure of uncovered interest parity for the U.S. dollar
Engel, Charles
;
Kazakova, Katya
;
Wang, Mengqi
;
Xiang, Nan
- In:
Journal of international economics
136
(
2022
),
pp. 1-35
Persistent link: https://www.econbiz.de/10013431541
Saved in:
8
Puzzling exchange rate dynamics and delayed portfolio adjustment
Bacchetta, Philippe
;
Van Wincoop, Eric
- In:
Journal of international economics
131
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013167845
Saved in:
9
A century of arbitrage and disaster risk pricing in the foreign exchange market
Corsetti, Giancarlo
;
Marin, Emile
-
2020
Persistent link: https://www.econbiz.de/10012214844
Saved in:
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