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Measuring the predictable variation in stock and bond returns
Kirby, Chris - In: The review of financial studies 10 (1997) 3, pp. 579-630
Persistent link: https://www.econbiz.de/10001227982
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Structural breaks and GARCH models of exchange rate volatility
Rapach, David E.; Strauss, Jack - In: Journal of applied econometrics 23 (2008) 1, pp. 65-90
Persistent link: https://www.econbiz.de/10003682842
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The conditional heteroscedasticity of the yen-dollar exchange rate
Tse, Yiu Kuen - In: Journal of applied econometrics 13 (1998) 1, pp. 49-55
Persistent link: https://www.econbiz.de/10001237949
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The time variation of risk and return in foreign exchange markets : a general equilibrium perspective
Bekaert, Geert - In: The review of financial studies 9 (1996) 2, pp. 427-470
Persistent link: https://www.econbiz.de/10001202800
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Do long-term swings in the dollar affect estimates of the risk premia?
Evans, Martin D. D. - In: The review of financial studies 8 (1995) 3, pp. 709-742
Persistent link: https://www.econbiz.de/10001188917
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Testing beta-pricing models using large cross-sections
Raponi, Valentina; Robotti, Cesare; Zaffaroni, Paolo - In: The review of financial studies 33 (2020) 6, pp. 2796-2842
Persistent link: https://www.econbiz.de/10012244829
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Nonlinear granger causality : guidelines for multivariate analysis
Diks, Cees G. H.; Wolski, Marcin - In: Journal of applied econometrics 31 (2016) 7, pp. 1333-1351
Persistent link: https://www.econbiz.de/10011687494
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The long-term performance of corporate bonds (and stocks) following seasoned equity offerings
Eberhart, Allan C.; Siddique, Akhtar R. - In: The review of financial studies 15 (2002) 5, pp. 1385-1406
Persistent link: https://www.econbiz.de/10001718714
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Robust tests of forward exchange market efficiency with empirical evidence from the 1920s
Phillips, Peter C. B. - In: Journal of applied econometrics 11 (1996) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10001196180
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Relationship and transaction lending in a crisis
Bolton, Patrick; Freixas, Xavier; Gambacorta, Leonardo; … - In: The review of financial studies 29 (2016) 10, pp. 2643-2676
Persistent link: https://www.econbiz.de/10011611037